Morgan Stanley Call 60 0B2 20.12.2024
/ DE000ME86F51
Morgan Stanley Call 60 0B2 20.12..../ DE000ME86F51 /
18/10/2024 17:21:02 |
Chg.+0.08 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
+7.48% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME86F5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
05/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.20 |
Historic volatility: |
0.24 |
Parity: |
1.12 |
Time value: |
0.04 |
Break-even: |
71.50 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
-0.01 |
Spread %: |
-0.86% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
6.10 |
Rho: |
0.10 |
Quote data
Open: |
1.11 |
High: |
1.15 |
Low: |
1.11 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
-6.50% |
3 Months |
|
|
+23.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
1.00 |
1M High / 1M Low: |
1.29 |
0.69 |
6M High / 6M Low: |
1.29 |
0.22 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.61% |
Volatility 6M: |
|
176.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |