Morgan Stanley Call 76.6893 OEWA .../  DE000ME9S4Y4  /

Stuttgart
5/9/2024  6:34:59 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.480EUR - -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 76.6893 - 9/20/2024 Call
 

Master data

WKN: ME9S4Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 76.69 -
Maturity: 9/20/2024
Issue date: 3/7/2024
Last trading day: 5/10/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 12.40
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -0.44
Time value: 0.59
Break-even: 82.53
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.47
Spread abs.: 0.11
Spread %: 22.92%
Delta: 0.48
Theta: -0.03
Omega: 5.93
Rho: 0.10
 

Quote data

Open: 0.510
High: 0.510
Low: 0.480
Previous Close: 0.470
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.600 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -