Morgan Stanley Call 6 SBSW 20.09..../  DE000ME2MMZ2  /

Stuttgart
6/14/2024  6:29:21 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 6.00 USD 9/20/2024 Call
 

Master data

WKN: ME2MMZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 6.00 USD
Maturity: 9/20/2024
Issue date: 10/26/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.56
Parity: -1.52
Time value: 0.26
Break-even: 5.85
Moneyness: 0.73
Premium: 0.44
Premium p.a.: 2.86
Spread abs.: 0.05
Spread %: 23.81%
Delta: 0.30
Theta: 0.00
Omega: 4.65
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.230
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -61.02%
3 Months
  -53.06%
YTD
  -72.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.700 0.220
6M High / 6M Low: 1.060 0.220
High (YTD): 4/9/2024 0.850
Low (YTD): 6/13/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.26%
Volatility 6M:   187.97%
Volatility 1Y:   -
Volatility 3Y:   -