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Morgan Stanley Call 45 WPM 20.09..../  DE000ME1QAB1  /

Stuttgart
6/5/2024  12:33:40 PM Chg.+0.010 Bid5:22:44 PM Ask5:22:44 PM Underlying Strike price Expiration date Option type
0.850EUR +1.19% 0.890
Bid Size: 80,000		 0.910
Ask Size: 80,000		 Wheaton Precious Met... 45.00 USD 9/20/2024 Call
 

Master data

WKN: ME1QAB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wheaton Precious Metals Corp
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.64
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.72
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 0.72
Time value: 0.14
Break-even: 49.95
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.83
Theta: -0.01
Omega: 4.67
Rho: 0.09
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.35%
1 Month
  -2.30%
3 Months  
+142.86%
YTD  
+10.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.840
1M High / 1M Low: 1.270 0.840
6M High / 6M Low: 1.270 0.189
High (YTD): 5/20/2024 1.270
Low (YTD): 2/26/2024 0.189
52W High: - -
52W Low: - -
Avg. price 1W:   1.058
Avg. volume 1W:   0.000
Avg. price 1M:   1.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.689
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.33%
Volatility 6M:   156.85%
Volatility 1Y:   -
Volatility 3Y:   -