Morgan Stanley Call 57.5 BNP 20.12.2024
/ DE000ME50MZ9
Morgan Stanley Call 57.5 BNP 20.1.../ DE000ME50MZ9 /
| 08/11/2024 20:08:02 |
Chg.-0.10 |
Bid20:50:52 |
Ask20:50:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
-3.79% |
2.54
Bid Size: 300 |
2.59
Ask Size: 300 |
BNP PARIBAS INH. ... |
57.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME50MZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
1.55 |
| Time value: |
1.01 |
| Break-even: |
60.06 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
15.89 |
| Rho: |
0.04 |
Quote data
| Open: |
2.50 |
| High: |
2.54 |
| Low: |
2.50 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.09% |
| 1 Month |
|
|
-26.16% |
| 3 Months |
|
|
-11.81% |
| YTD |
|
|
-12.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.75 |
2.64 |
| 1M High / 1M Low: |
4.31 |
2.64 |
| 6M High / 6M Low: |
4.31 |
2.42 |
| High (YTD): |
29/10/2024 |
4.31 |
| Low (YTD): |
13/02/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.98% |
| Volatility 6M: |
|
91.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
