Morgan Stanley Call 28 VAS 20.09..../  DE000ME9S0U0  /

Stuttgart
2024-06-13  6:56:35 PM Chg.-0.009 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.111EUR -7.50% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 28.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0U
Issuer: Morgan Stanley
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -0.24
Time value: 0.14
Break-even: 29.41
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 18.49%
Delta: 0.40
Theta: -0.01
Omega: 7.28
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.111
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.97%
1 Month
  -17.78%
3 Months
  -47.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.146 0.120
1M High / 1M Low: 0.179 0.108
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -