Morgan Stanley Call 50 0B2 20.12..../  DE000ME86EW7  /

Stuttgart
2024-06-10  4:33:09 PM Chg.-0.03 Bid8:37:33 PM Ask8:37:33 PM Underlying Strike price Expiration date Option type
1.09EUR -2.68% 1.12
Bid Size: 3,750
-
Ask Size: -
BAWAG GROUP AG 50.00 EUR 2024-12-20 Call
 

Master data

WKN: ME86EW
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-05
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.00
Implied volatility: 0.19
Historic volatility: 0.24
Parity: 1.00
Time value: 0.12
Break-even: 61.20
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 5.02
Rho: 0.24
 

Quote data

Open: 1.07
High: 1.09
Low: 1.07
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.84%
1 Month  
+9.00%
3 Months  
+113.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 1.05
1M High / 1M Low: 1.32 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -