Morgan Stanley Call 60 703 20.12..../  DE000ME9S079  /

Stuttgart
2024-06-21  4:43:26 PM Chg.-0.002 Bid4:56:11 PM Ask4:56:11 PM Underlying Strike price Expiration date Option type
0.110EUR -1.79% 0.112
Bid Size: 40,000
0.147
Ask Size: 40,000
ALFEN N.V. EO -,10 60.00 EUR 2024-12-20 Call
 

Master data

WKN: ME9S07
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.40
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.62
Parity: -2.62
Time value: 0.15
Break-even: 61.51
Moneyness: 0.56
Premium: 0.82
Premium p.a.: 2.32
Spread abs.: 0.04
Spread %: 34.82%
Delta: 0.20
Theta: -0.01
Omega: 4.43
Rho: 0.03
 

Quote data

Open: 0.111
High: 0.111
Low: 0.110
Previous Close: 0.112
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month
  -36.78%
3 Months
  -81.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.117 0.111
1M High / 1M Low: 0.182 0.111
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -