Morgan Stanley Call 290 PWR 20.12.../  DE000ME97RY2  /

Stuttgart
2024-06-05  3:23:20 PM Chg.+0.04 Bid3:58:02 PM Ask3:58:02 PM Underlying Strike price Expiration date Option type
1.95EUR +2.09% 1.99
Bid Size: 25,000
2.07
Ask Size: 25,000
Quanta Services Inc 290.00 USD 2024-12-20 Call
 

Master data

WKN: ME97RY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-26
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.41
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -1.84
Time value: 2.00
Break-even: 286.50
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.08
Spread %: 4.17%
Delta: 0.47
Theta: -0.07
Omega: 5.85
Rho: 0.53
 

Quote data

Open: 1.94
High: 1.95
Low: 1.94
Previous Close: 1.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.00%
1 Month  
+30.00%
3 Months  
+61.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 1.89
1M High / 1M Low: 2.61 1.70
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -