Morgan Stanley Call 120 BG 20.12.2024
/ DE000ME63SS4
Morgan Stanley Call 120 BG 20.12..../ DE000ME63SS4 /
| 7/9/2024 4:08:04 PM |
Chg.+0.030 |
Bid7:27:48 PM |
Ask7:27:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.510
Bid Size: 40,000 |
0.560
Ask Size: 40,000 |
Bunge Global SA |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME63SS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/29/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-1.22 |
| Time value: |
0.52 |
| Break-even: |
116.00 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.10 |
| Rho: |
0.14 |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
+53.13% |
| 3 Months |
|
|
-16.95% |
| YTD |
|
|
+2.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.410 |
| 1M High / 1M Low: |
0.480 |
0.270 |
| 6M High / 6M Low: |
0.620 |
0.129 |
| High (YTD): |
4/19/2024 |
0.620 |
| Low (YTD): |
2/8/2024 |
0.129 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.81% |
| Volatility 6M: |
|
181.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
