Morgan Stanley Call 32.5 HRL 20.0.../  DE000ME3YJS6  /

Stuttgart
2024-06-11  8:40:01 AM Chg.+0.002 Bid12:42:28 PM Ask12:42:28 PM Underlying Strike price Expiration date Option type
0.075EUR +2.74% 0.078
Bid Size: 7,500
0.087
Ask Size: 7,500
Hormel Foods Corpora... 32.50 USD 2024-09-20 Call
 

Master data

WKN: ME3YJS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Hormel Foods Corporation
Type: Warrant
Option type: Call
Strike price: 32.50 USD
Maturity: 2024-09-20
Issue date: 2023-11-21
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.65
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.26
Parity: -0.18
Time value: 0.08
Break-even: 31.01
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: 3.80%
Delta: 0.36
Theta: -0.01
Omega: 12.62
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.79%
1 Month
  -81.25%
3 Months
  -77.27%
YTD
  -68.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.073
1M High / 1M Low: 0.480 0.073
6M High / 6M Low: 0.480 0.073
High (YTD): 2024-05-21 0.480
Low (YTD): 2024-06-10 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   48
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.11%
Volatility 6M:   247.60%
Volatility 1Y:   -
Volatility 3Y:   -