Morgan Stanley Call 450 2FE 20.09.../  DE000ME97QU2  /

Stuttgart
2024-06-21  6:54:53 PM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2024-09-20 Call
 

Master data

WKN: ME97QU
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-26
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 124.16
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -6.51
Time value: 0.31
Break-even: 453.10
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.13
Theta: -0.06
Omega: 16.63
Rho: 0.12
 

Quote data

Open: 0.300
High: 0.310
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -17.65%
3 Months
  -65.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -