Morgan Stanley Call 9600 CAC 40 2.../  DE000ME840J1  /

Stuttgart
2024-05-31  8:53:26 PM Chg.+0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.850EUR +2.41% -
Bid Size: -
-
Ask Size: -
- 9,600.00 EUR 2025-03-21 Call
 

Master data

WKN: ME840J
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 9,600.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 733.29
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.11
Parity: -160.71
Time value: 1.09
Break-even: 9,610.90
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.26
Spread abs.: 0.20
Spread %: 22.47%
Delta: 0.04
Theta: -0.13
Omega: 29.76
Rho: 2.51
 

Quote data

Open: 0.890
High: 0.890
Low: 0.850
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.48%
1 Month
  -7.61%
3 Months
  -19.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.800
1M High / 1M Low: 1.430 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.932
Avg. volume 1W:   0.000
Avg. price 1M:   1.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -