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Morgan Stanley Call 80 AEP 20.09..../  DE000ME1G055  /

Stuttgart
2024-06-07  8:48:50 PM Chg.-0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.940EUR -6.00% -
Bid Size: -		 -
Ask Size: -		 American Electric Po... 80.00 USD 2024-09-20 Call
 

Master data

WKN: ME1G05
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.70
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.77
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.77
Time value: 0.17
Break-even: 83.46
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.83
Theta: -0.02
Omega: 7.23
Rho: 0.17
 

Quote data

Open: 0.970
High: 0.970
Low: 0.920
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.32%
1 Month
  -19.66%
3 Months  
+22.08%
YTD  
+46.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.940
1M High / 1M Low: 1.350 0.860
6M High / 6M Low: 1.350 0.320
High (YTD): 2024-05-21 1.350
Low (YTD): 2024-02-08 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   1.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.727
Avg. volume 6M:   9.677
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.93%
Volatility 6M:   152.05%
Volatility 1Y:   -
Volatility 3Y:   -