Morgan Stanley Call 36 SZG 20.12..../  DE000ME5YG68  /

Stuttgart
2024-06-07  5:26:48 PM Chg.+0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.059EUR +5.36% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 36.00 EUR 2024-12-20 Call
 

Master data

WKN: ME5YG6
Issuer: Morgan Stanley
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.35
Parity: -1.52
Time value: 0.08
Break-even: 36.84
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 1.90
Spread abs.: 0.03
Spread %: 47.37%
Delta: 0.19
Theta: -0.01
Omega: 4.71
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.059
Low: 0.056
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.49%
1 Month
  -26.25%
3 Months
  -52.03%
YTD
  -80.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.056
1M High / 1M Low: 0.090 0.056
6M High / 6M Low: - -
High (YTD): 2024-02-12 0.300
Low (YTD): 2024-03-26 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -