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Morgan Stanley Call 67.5 BSN 20.0.../  DE000ME2PP61  /

Stuttgart
2024-06-12  1:31:55 PM Chg.+0.040 Bid4:27:59 PM Ask4:27:59 PM Underlying Strike price Expiration date Option type
0.300EUR +15.38% 0.300
Bid Size: 7,500		 0.310
Ask Size: 7,500		 DANONE S.A. EO -,25 67.50 EUR 2024-09-20 Call
 

Master data

WKN: ME2PP6
Issuer: Morgan Stanley
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 67.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-27
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 205.31
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -7.96
Time value: 0.29
Break-even: 67.79
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.11
Theta: -0.01
Omega: 23.26
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.300
Low: 0.290
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -21.05%
3 Months
  -21.05%
YTD
  -47.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.249
1M High / 1M Low: 0.410 0.249
6M High / 6M Low: 0.890 0.249
High (YTD): 2024-01-29 0.890
Low (YTD): 2024-06-10 0.249
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.04%
Volatility 6M:   131.23%
Volatility 1Y:   -
Volatility 3Y:   -