Morgan Stanley Call 48 BRM 20.12.2024
/ DE000ME84MA1
Morgan Stanley Call 48 BRM 20.12..../ DE000ME84MA1 /
| 11/11/2024 10:18:33 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRISTOL-MYERS SQUIBB... |
48.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME84MA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
11/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.26 |
| Parity: |
0.73 |
| Time value: |
0.42 |
| Break-even: |
59.50 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
3.47 |
| Rho: |
0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
+77.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.840 |
0.520 |
| 6M High / 6M Low: |
0.840 |
0.084 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.78% |
| Volatility 6M: |
|
229.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
