Morgan Stanley Call 120 BG 20.12.2024
/ DE000ME63SS4
Morgan Stanley Call 120 BG 20.12..../ DE000ME63SS4 /
| 24/07/2024 20:43:09 |
Chg.- |
Bid08:00:27 |
Ask08:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.520
Bid Size: 2,000 |
0.570
Ask Size: 2,000 |
Bunge Global SA |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.77 |
| Time value: |
0.57 |
| Break-even: |
116.42 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
9.62% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
7.69 |
| Rho: |
0.15 |
Quote data
| Open: |
0.440 |
| High: |
0.510 |
| Low: |
0.440 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
+34.21% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.480 |
| 1M High / 1M Low: |
0.530 |
0.340 |
| 6M High / 6M Low: |
0.620 |
0.129 |
| High (YTD): |
19/04/2024 |
0.620 |
| Low (YTD): |
08/02/2024 |
0.129 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.77% |
| Volatility 6M: |
|
176.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
