Morgan Stanley Call 450 MCO 20.09.../  DE000ME6NG29  /

Stuttgart
6/5/2024  8:18:18 PM Chg.+0.007 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.101EUR +7.45% -
Bid Size: -
-
Ask Size: -
Moodys Corp 450.00 - 9/20/2024 Call
 

Master data

WKN: ME6NG2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.58
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -0.76
Time value: 0.11
Break-even: 460.50
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 12.90%
Delta: 0.24
Theta: -0.13
Omega: 8.63
Rho: 0.23
 

Quote data

Open: 0.094
High: 0.101
Low: 0.088
Previous Close: 0.094
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.48%
1 Month  
+38.36%
3 Months
  -14.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.076
1M High / 1M Low: 0.123 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -