Morgan Stanley Call 37.5 WY 20.12.../  DE000ME8NDX1  /

Stuttgart
2024-06-06  8:09:14 PM Chg.+0.003 Bid9:53:12 PM Ask9:53:12 PM Underlying Strike price Expiration date Option type
0.047EUR +6.82% 0.047
Bid Size: 125,000
0.050
Ask Size: 125,000
Weyerhaeuser Company 37.50 USD 2024-12-20 Call
 

Master data

WKN: ME8NDX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 37.50 USD
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.62
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.74
Time value: 0.05
Break-even: 34.96
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 4.44%
Delta: 0.17
Theta: 0.00
Omega: 9.80
Rho: 0.02
 

Quote data

Open: 0.042
High: 0.047
Low: 0.042
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -48.35%
3 Months
  -79.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.044
1M High / 1M Low: 0.091 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -