Morgan Stanley Call 70 0B2/  DE000ME86FA0  /

Stuttgart
2024-08-26  8:59:28 PM Chg.- Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
0.114EUR - -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 70.00 - 2024-09-20 Call
 

Master data

WKN: ME86FA
Issuer: Morgan Stanley
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-09-20
Issue date: 2024-02-05
Last trading day: 2024-08-27
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.43
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.25
Parity: -0.01
Time value: 0.14
Break-even: 71.36
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.50
Theta: -0.69
Omega: 25.97
Rho: 0.00
 

Quote data

Open: 0.144
High: 0.144
Low: 0.114
Previous Close: 0.155
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.15%
3 Months  
+936.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.155 0.099
6M High / 6M Low: 0.239 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   338.81%
Volatility 6M:   1,470.11%
Volatility 1Y:   -
Volatility 3Y:   -