Morgan Stanley Call 400 EPAM 20.1.../  DE000ME65RX1  /

Stuttgart
2024-06-25  5:18:13 PM Chg.+0.001 Bid6:33:48 PM Ask6:33:48 PM Underlying Strike price Expiration date Option type
0.039EUR +2.63% 0.039
Bid Size: 250,000
0.050
Ask Size: 250,000
EPAM Systems Inc 400.00 USD 2024-12-20 Call
 

Master data

WKN: ME65RX
Issuer: Morgan Stanley
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-02
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 32.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.38
Parity: -2.02
Time value: 0.05
Break-even: 377.91
Moneyness: 0.46
Premium: 1.22
Premium p.a.: 4.11
Spread abs.: 0.01
Spread %: 36.84%
Delta: 0.14
Theta: -0.06
Omega: 4.45
Rho: 0.09
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+14.71%
3 Months
  -65.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.033
1M High / 1M Low: 0.039 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -