Morgan Stanley Call 70 COHR 20.12.../  DE000ME7L227  /

Stuttgart
2024-06-06  5:50:48 PM Chg.- Bid8:53:38 AM Ask8:53:38 AM Underlying Strike price Expiration date Option type
0.830EUR - 0.810
Bid Size: 5,000
0.840
Ask Size: 5,000
Coherent Corp 70.00 USD 2024-12-20 Call
 

Master data

WKN: ME7L22
Issuer: Morgan Stanley
Currency: EUR
Underlying: Coherent Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-25
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.58
Parity: -0.30
Time value: 0.87
Break-even: 73.07
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.55
Theta: -0.03
Omega: 3.87
Rho: 0.13
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+112.82%
1 Month  
+88.64%
3 Months
  -23.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.390
1M High / 1M Low: 0.860 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -