Morgan Stanley Call 9500 CAC 40 2.../  DE000ME83MH8  /

Stuttgart
2024-06-10  10:15:37 AM Chg.-0.12 Bid3:43:07 PM Ask3:43:07 PM Underlying Strike price Expiration date Option type
1.13EUR -9.60% 1.08
Bid Size: 5,000
1.18
Ask Size: 5,000
- 9,500.00 EUR 2025-06-20 Call
 

Master data

WKN: ME83MH
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,500.00 EUR
Maturity: 2025-06-20
Issue date: 2024-02-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 559.57
Leverage: Yes

Calculated values

Fair value: 5.98
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.11
Parity: -149.82
Time value: 1.43
Break-even: 9,514.30
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.18
Spread abs.: 0.20
Spread %: 16.26%
Delta: 0.05
Theta: -0.14
Omega: 30.10
Rho: 4.26
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.13%
1 Month
  -37.57%
3 Months
  -27.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.22
1M High / 1M Low: 1.90 1.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -