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Morgan Stanley Call 59 ERIC/B 20..../  DE000ME27HA0  /

Stuttgart
5/15/2024  4:30:24 PM Chg.- Bid9:01:19 AM Ask9:01:19 AM Underlying Strike price Expiration date Option type
0.470EUR - 0.500
Bid Size: 125,000		 0.510
Ask Size: 125,000		 Ericsson, Telefonab.... 59.00 SEK 9/20/2024 Call
 

Master data

WKN: ME27HA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 59.00 SEK
Maturity: 9/20/2024
Issue date: 10/18/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.21
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.20
Implied volatility: 0.35
Historic volatility: 0.28
Parity: 0.20
Time value: 0.37
Break-even: 5.62
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.64
Theta: 0.00
Omega: 5.90
Rho: 0.01
 

Quote data

Open: 0.550
High: 0.550
Low: 0.470
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.56%
1 Month  
+34.29%
3 Months  
+14.63%
YTD
  -48.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: 0.940 0.240
High (YTD): 1/2/2024 0.940
Low (YTD): 4/17/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.437
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.81%
Volatility 6M:   160.50%
Volatility 1Y:   -
Volatility 3Y:   -