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Morgan Stanley Call 92.5 PM 20.09.../  DE000ME2R258  /

Stuttgart
2024-06-20  1:28:39 PM Chg.+0.020 Bid3:10:13 PM Ask3:10:13 PM Underlying Strike price Expiration date Option type
0.940EUR +2.17% 0.900
Bid Size: 3,750		 0.950
Ask Size: 3,750		 Philip Morris Intern... 92.50 USD 2024-09-20 Call
 

Master data

WKN: ME2R25
Issuer: Morgan Stanley
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 92.50 USD
Maturity: 2024-09-20
Issue date: 2023-10-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.81
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.81
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.81
Time value: 0.15
Break-even: 95.67
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 5.49%
Delta: 0.86
Theta: -0.02
Omega: 8.43
Rho: 0.18
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month  
+8.05%
3 Months  
+74.07%
YTD  
+36.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.920
1M High / 1M Low: 1.210 0.790
6M High / 6M Low: 1.210 0.290
High (YTD): 2024-06-06 1.210
Low (YTD): 2024-03-01 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.967
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.24%
Volatility 6M:   146.53%
Volatility 1Y:   -
Volatility 3Y:   -