Morgan Stanley Call 52 703 20.12..../  DE000ME9RZZ8  /

Stuttgart
6/4/2024  4:52:01 PM Chg.-0.029 Bid5:00:06 PM Ask5:00:06 PM Underlying Strike price Expiration date Option type
0.190EUR -13.24% 0.193
Bid Size: 25,000
0.221
Ask Size: 25,000
ALFEN N.V. EO -,10 52.00 EUR 12/20/2024 Call
 

Master data

WKN: ME9RZZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 12/20/2024
Issue date: 3/7/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.06
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.62
Parity: -1.54
Time value: 0.26
Break-even: 54.60
Moneyness: 0.70
Premium: 0.49
Premium p.a.: 1.09
Spread abs.: 0.04
Spread %: 18.72%
Delta: 0.31
Theta: -0.02
Omega: 4.30
Rho: 0.05
 

Quote data

Open: 0.198
High: 0.198
Low: 0.190
Previous Close: 0.219
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -51.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.219 0.198
1M High / 1M Low: 0.480 0.198
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.209
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -