Morgan Stanley Call 55 0B2 20.12..../  DE000ME86F02  /

Stuttgart
6/10/2024  8:49:18 PM Chg.+0.010 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.730EUR +1.39% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 55.00 EUR 12/20/2024 Call
 

Master data

WKN: ME86F0
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/20/2024
Issue date: 2/5/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.50
Implied volatility: 0.20
Historic volatility: 0.24
Parity: 0.50
Time value: 0.22
Break-even: 62.20
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.01
Omega: 6.57
Rho: 0.21
 

Quote data

Open: 0.680
High: 0.730
Low: 0.680
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.19%
1 Month  
+12.31%
3 Months  
+193.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.670
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -