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: |
|
- |
