Morgan Stanley Call 115 BNR 20.12.2024
/ DE000ME5YC88
Morgan Stanley Call 115 BNR 20.12.../ DE000ME5YC88 /
| 6/10/2024 9:20:36 PM |
Chg.- |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
115.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YC8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
104.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.19 |
| Parity: |
-5.10 |
| Time value: |
0.06 |
| Break-even: |
115.61 |
| Moneyness: |
0.56 |
| Premium: |
0.81 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.01 |
| Spread %: |
22.00% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
7.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.050 |
| High: |
0.052 |
| Low: |
0.050 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.03% |
| 3 Months |
|
|
-68.94% |
| YTD |
|
|
-85.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.061 |
0.050 |
| 6M High / 6M Low: |
0.360 |
0.050 |
| High (YTD): |
2/29/2024 |
0.360 |
| Low (YTD): |
6/10/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.61% |
| Volatility 6M: |
|
125.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
