Morgan Stanley Call 100 BG 20.09.2024
/ DE000ME63SQ8
Morgan Stanley Call 100 BG 20.09..../ DE000ME63SQ8 /
| 7/9/2024 10:08:04 AM |
Chg.0.00 |
Bid3:54:54 PM |
Ask3:54:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
0.00% |
1.26
Bid Size: 40,000 |
1.31
Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME63SQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/29/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.63 |
| Break-even: |
104.93 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
4.13% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
5.23 |
| Rho: |
0.11 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
+44.05% |
| 3 Months |
|
|
-0.82% |
| YTD |
|
|
+21.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.05 |
| 1M High / 1M Low: |
1.24 |
0.67 |
| 6M High / 6M Low: |
1.39 |
0.24 |
| High (YTD): |
4/19/2024 |
1.39 |
| Low (YTD): |
2/8/2024 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.01% |
| Volatility 6M: |
|
188.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
