Morgan Stanley Call 33 WIB 20.09..../  DE000ME9S0D6  /

Stuttgart
2024-06-04  8:54:07 PM Chg.-0.30 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.55EUR -7.79% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 33.00 EUR 2024-09-20 Call
 

Master data

WKN: ME9S0D
Issuer: Morgan Stanley
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-07
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.60
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 1.60
Time value: 2.62
Break-even: 37.22
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.28
Spread abs.: 0.34
Spread %: 8.76%
Delta: 0.64
Theta: -0.02
Omega: 5.27
Rho: 0.05
 

Quote data

Open: 3.75
High: 3.78
Low: 3.55
Previous Close: 3.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.88%
1 Month
  -2.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.22 3.72
1M High / 1M Low: 4.72 3.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.93
Avg. volume 1W:   0.00
Avg. price 1M:   4.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -