Morgan Stanley Call 110 BG 20.12.2024
/ DE000ME63SR6
Morgan Stanley Call 110 BG 20.12..../ DE000ME63SR6 /
| 09/07/2024 16:08:04 |
Chg.+0.020 |
Bid19:20:50 |
Ask19:20:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+2.33% |
0.920
Bid Size: 40,000 |
0.980
Ask Size: 40,000 |
Bunge Global SA |
110.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME63SR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-0.29 |
| Time value: |
0.91 |
| Break-even: |
110.66 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
7.06% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
5.72 |
| Rho: |
0.19 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.860 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
-6.38% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.740 |
| 1M High / 1M Low: |
0.870 |
0.490 |
| 6M High / 6M Low: |
1.040 |
0.212 |
| High (YTD): |
19/04/2024 |
1.040 |
| Low (YTD): |
08/02/2024 |
0.212 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.10% |
| Volatility 6M: |
|
175.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
