Morgan Stanley Call 37.5 DWS 21.0.../  DE000ME4MV80  /

Stuttgart
2024-05-14  9:19:06 AM Chg.+0.010 Bid2:35:52 PM Ask2:35:52 PM Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.500
Bid Size: 80,000
0.540
Ask Size: 80,000
DWS GROUP GMBH+CO.KG... 37.50 - 2024-06-21 Call
 

Master data

WKN: ME4MV8
Issuer: Morgan Stanley
Currency: EUR
Underlying: DWS GROUP GMBH+CO.KGAA ON
Type: Warrant
Option type: Call
Strike price: 37.50 -
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.21
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.44
Implied volatility: 0.41
Historic volatility: 0.21
Parity: 0.44
Time value: 0.07
Break-even: 42.60
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.82
Theta: -0.02
Omega: 6.76
Rho: 0.03
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+20.00%
3 Months  
+128.57%
YTD  
+108.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: - -
High (YTD): 2024-04-08 0.490
Low (YTD): 2024-02-13 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -