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Morgan Stanley Call 80 ERIC/B 20..../  DE000ME5Y7Y3  /

Stuttgart
11/8/2024  1:17:15 PM Chg.-0.060 Bid5:25:02 PM Ask5:25:02 PM Underlying Strike price Expiration date Option type
0.760EUR -7.32% -
Bid Size: -		 -
Ask Size: -		 Ericsson, Telefonab.... 80.00 SEK 12/20/2024 Call
 

Master data

WKN: ME5Y7Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 80.00 SEK
Maturity: 12/20/2024
Issue date: 12/28/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.25
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.71
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.71
Time value: 0.11
Break-even: 7.70
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.83
Theta: 0.00
Omega: 7.65
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.770
Low: 0.760
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month  
+111.11%
3 Months  
+263.64%
YTD  
+117.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.760
1M High / 1M Low: 1.100 0.320
6M High / 6M Low: 1.100 0.104
High (YTD): 10/29/2024 1.100
Low (YTD): 5/2/2024 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.315
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   332.19%
Volatility 6M:   182.20%
Volatility 1Y:   -
Volatility 3Y:   -