Morgan Stanley Call 117 6MK 21.03.2025
/ DE000ME2ERQ7
Morgan Stanley Call 117 6MK 21.03.../ DE000ME2ERQ7 /
24/01/2025 20:31:13 |
Chg.-0.004 |
Bid21:11:34 |
Ask21:11:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-10.53% |
0.035 Bid Size: 80,000 |
0.040 Ask Size: 80,000 |
MERCK CO. D... |
117.00 - |
21/03/2025 |
Call |
Master data
WKN: |
ME2ERQ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
117.00 - |
Maturity: |
21/03/2025 |
Issue date: |
23/10/2023 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
231.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.20 |
Parity: |
-2.42 |
Time value: |
0.04 |
Break-even: |
117.40 |
Moneyness: |
0.79 |
Premium: |
0.27 |
Premium p.a.: |
3.64 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
0.07 |
Theta: |
-0.02 |
Omega: |
16.26 |
Rho: |
0.01 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.034 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.07% |
1 Month |
|
|
-60.47% |
3 Months |
|
|
-87.41% |
YTD |
|
|
-56.96% |
1 Year |
|
|
-97.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.042 |
0.036 |
1M High / 1M Low: |
0.079 |
0.036 |
6M High / 6M Low: |
1.620 |
0.036 |
High (YTD): |
07/01/2025 |
0.075 |
Low (YTD): |
22/01/2025 |
0.036 |
52W High: |
28/03/2024 |
2.120 |
52W Low: |
22/01/2025 |
0.036 |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.417 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.062 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
181.51% |
Volatility 6M: |
|
193.92% |
Volatility 1Y: |
|
154.47% |
Volatility 3Y: |
|
- |