Morgan Stanley Call 59 703 20.12..../  DE000ME9S061  /

Stuttgart
28/05/2024  21:24:53 Chg.- Bid12:40:04 Ask12:40:04 Underlying Strike price Expiration date Option type
0.163EUR - 0.160
Bid Size: 40,000
0.190
Ask Size: 40,000
ALFEN N.V. EO -,10 59.00 EUR 20/12/2024 Call
 

Master data

WKN: ME9S06
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 59.00 EUR
Maturity: 20/12/2024
Issue date: 07/03/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.62
Parity: -2.32
Time value: 0.20
Break-even: 61.00
Moneyness: 0.61
Premium: 0.71
Premium p.a.: 1.59
Spread abs.: 0.04
Spread %: 21.95%
Delta: 0.24
Theta: -0.01
Omega: 4.27
Rho: 0.04
 

Quote data

Open: 0.176
High: 0.176
Low: 0.161
Previous Close: 0.165
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.21%
1 Month
  -47.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.163
1M High / 1M Low: 0.330 0.163
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -