Morgan Stanley Call 105 BG 20.12.2024
/ DE000ME6KKH9
Morgan Stanley Call 105 BG 20.12..../ DE000ME6KKH9 /
| 7/10/2024 5:22:50 PM |
Chg.-0.04 |
Bid6:18:50 PM |
Ask6:18:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-3.42% |
1.15
Bid Size: 40,000 |
1.21
Ask Size: 40,000 |
Bunge Global SA |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6KKH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.68 |
| Break-even: |
108.59 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
5.85 |
| Rho: |
0.25 |
Quote data
| Open: |
1.10 |
| High: |
1.13 |
| Low: |
1.10 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.61% |
| 1 Month |
|
|
+28.41% |
| 3 Months |
|
|
-0.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.01 |
| 1M High / 1M Low: |
1.17 |
0.68 |
| 6M High / 6M Low: |
1.31 |
0.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.79% |
| Volatility 6M: |
|
151.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
