Morgan Stanley Call 81 P911 21.06.../  DE000ME0ACZ2  /

Stuttgart
6/10/2024  11:36:21 AM Chg.-0.050 Bid12:22:28 PM Ask12:22:28 PM Underlying Strike price Expiration date Option type
0.220EUR -18.52% 0.230
Bid Size: 10,000
0.310
Ask Size: 10,000
PORSCHE AG VZ 81.00 EUR 6/21/2024 Call
 

Master data

WKN: ME0ACZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 81.00 EUR
Maturity: 6/21/2024
Issue date: 9/4/2023
Last trading day: 6/21/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 183.85
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -5.62
Time value: 0.41
Break-even: 81.41
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 11.85
Spread abs.: 0.14
Spread %: 51.85%
Delta: 0.16
Theta: -0.06
Omega: 28.90
Rho: 0.00
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.26%
1 Month
  -89.95%
3 Months
  -93.75%
YTD
  -94.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.270
1M High / 1M Low: 4.340 0.250
6M High / 6M Low: 7.760 0.250
High (YTD): 4/11/2024 7.760
Low (YTD): 5/29/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   1.267
Avg. volume 1M:   0.000
Avg. price 6M:   3.919
Avg. volume 6M:   2.459
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   489.96%
Volatility 6M:   274.87%
Volatility 1Y:   -
Volatility 3Y:   -