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Morgan Stanley Call 54 WPM 20.09..../  DE000ME26918  /

Stuttgart
2024-05-16  2:38:23 PM Chg.-0.060 Bid7:35:02 PM Ask7:35:02 PM Underlying Strike price Expiration date Option type
0.470EUR -11.32% 0.490
Bid Size: 80,000		 0.510
Ask Size: 80,000		 Wheaton Precious Met... 54.00 USD 2024-09-20 Call
 

Master data

WKN: ME2691
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wheaton Precious Metals Corp
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-17
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.07
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.18
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 0.18
Time value: 0.33
Break-even: 54.69
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.64
Theta: -0.02
Omega: 6.41
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.480
Low: 0.470
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.08%
1 Month  
+23.68%
3 Months  
+179.76%
YTD  
+34.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.410
1M High / 1M Low: 0.530 0.350
6M High / 6M Low: 0.530 0.077
High (YTD): 2024-05-15 0.530
Low (YTD): 2024-02-26 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.07%
Volatility 6M:   197.06%
Volatility 1Y:   -
Volatility 3Y:   -