Morgan Stanley Call 4.5 BSD2 20.12.2024
/ DE000ME862V0
Morgan Stanley Call 4.5 BSD2 20.1.../ DE000ME862V0 /
| 8/5/2024 10:15:51 AM |
Chg.-0.008 |
Bid11:31:10 AM |
Ask11:31:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
-4.62% |
0.159
Bid Size: 100,000 |
0.165
Ask Size: 100,000 |
BCO SANTANDER N.EO0,... |
4.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME862V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.45 |
| Time value: |
0.18 |
| Break-even: |
4.68 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
7.88% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
8.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.165 |
| High: |
0.165 |
| Low: |
0.165 |
| Previous Close: |
0.173 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.47% |
| 1 Month |
|
|
-51.47% |
| 3 Months |
|
|
-66.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.173 |
| 1M High / 1M Low: |
0.430 |
0.173 |
| 6M High / 6M Low: |
0.690 |
0.139 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.279 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
461.905 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
76.378 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.99% |
| Volatility 6M: |
|
143.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
