Morgan Stanley Call 255 SIE 20.12.../  DE000ME8LD89  /

Stuttgart
2024-05-29  6:44:43 PM Chg.- Bid12:05:40 PM Ask12:05:40 PM Underlying Strike price Expiration date Option type
0.069EUR - 0.067
Bid Size: 80,000
0.077
Ask Size: 80,000
SIEMENS AG NA O.N. 255.00 EUR 2024-12-20 Call
 

Master data

WKN: ME8LD8
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 255.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-12
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 197.46
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -7.93
Time value: 0.09
Break-even: 255.89
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 28.99%
Delta: 0.06
Theta: -0.01
Omega: 11.87
Rho: 0.05
 

Quote data

Open: 0.074
High: 0.074
Low: 0.069
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month
  -17.86%
3 Months
  -59.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.069
1M High / 1M Low: 0.145 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -