Morgan Stanley Call 67 BNP 20.09.2024
/ DE000ME10AF0
Morgan Stanley Call 67 BNP 20.09..../ DE000ME10AF0 /
7/12/2024 8:00:40 PM |
Chg.+0.005 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
67.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
ME10AF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/22/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
65.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
-0.46 |
Time value: |
0.10 |
Break-even: |
67.96 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
14.29% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
17.66 |
Rho: |
0.03 |
Quote data
Open: |
0.092 |
High: |
0.092 |
Low: |
0.090 |
Previous Close: |
0.085 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.31% |
1 Month |
|
|
-12.62% |
3 Months |
|
|
-60.53% |
YTD |
|
|
-66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.074 |
1M High / 1M Low: |
0.178 |
0.070 |
6M High / 6M Low: |
0.600 |
0.039 |
High (YTD): |
5/20/2024 |
0.600 |
Low (YTD): |
2/14/2024 |
0.039 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.102 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.195 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.19% |
Volatility 6M: |
|
257.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |