Morgan Stanley Call 60 0B2 20.12.2024
/ DE000ME86F51
Morgan Stanley Call 60 0B2 20.12..../ DE000ME86F51 /
8/16/2024 10:57:50 AM |
Chg.+0.010 |
Bid6:53:31 PM |
Ask6:53:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+1.04% |
0.920 Bid Size: 3,750 |
- Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/5/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
0.75 |
Time value: |
0.21 |
Break-even: |
69.60 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.01 |
Spread %: |
-1.03% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
5.65 |
Rho: |
0.15 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.25% |
1 Month |
|
|
+8.99% |
3 Months |
|
|
+193.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.730 |
1M High / 1M Low: |
1.070 |
0.610 |
6M High / 6M Low: |
1.070 |
0.097 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.834 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.871 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.435 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.70% |
Volatility 6M: |
|
212.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |