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Morgan Stanley Call 61 WPM 20.06..../  DE000ME44NP1  /

Stuttgart
2024-06-05  11:52:57 AM Chg.-0.020 Bid5:11:12 PM Ask5:11:12 PM Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.440
Bid Size: 80,000		 0.490
Ask Size: 80,000		 Wheaton Precious Met... 61.00 USD 2025-06-20 Call
 

Master data

WKN: ME44NP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wheaton Precious Metals Corp
Type: Warrant
Option type: Call
Strike price: 61.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-24
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.32
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -0.75
Time value: 0.47
Break-even: 60.76
Moneyness: 0.87
Premium: 0.25
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.45
Theta: -0.01
Omega: 4.63
Rho: 0.18
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -8.70%
3 Months  
+68.00%
YTD
  -4.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.440
1M High / 1M Low: 0.670 0.440
6M High / 6M Low: 0.670 0.161
High (YTD): 2024-05-17 0.670
Low (YTD): 2024-02-26 0.161
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   135.636
Avg. price 6M:   0.399
Avg. volume 6M:   23.872
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.19%
Volatility 6M:   130.69%
Volatility 1Y:   -
Volatility 3Y:   -