Morgan Stanley Call 110 BG 20.09.2024
/ DE000ME226Q8
Morgan Stanley Call 110 BG 20.09..../ DE000ME226Q8 /
| 7/25/2024 12:22:33 PM |
Chg.+0.020 |
Bid5:21:30 PM |
Ask5:21:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+3.33% |
0.650
Bid Size: 15,000 |
0.700
Ask Size: 15,000 |
Bunge Global SA |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME226Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.51 |
| Break-even: |
108.19 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
0.59 |
| Theta: |
-0.05 |
| Omega: |
9.03 |
| Rho: |
0.08 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
+44.19% |
| 3 Months |
|
|
+47.62% |
| YTD |
|
|
+6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.680 |
0.420 |
| 6M High / 6M Low: |
0.780 |
0.125 |
| High (YTD): |
4/19/2024 |
0.780 |
| Low (YTD): |
2/8/2024 |
0.125 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.85% |
| Volatility 6M: |
|
218.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
