Morgan Stanley Call 70 0B2 20.09.2024
/ DE000ME86FA0
Morgan Stanley Call 70 0B2 20.09..../ DE000ME86FA0 /
| 2024-07-26 4:22:36 PM |
Chg.+0.025 |
Bid6:51:26 PM |
Ask6:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.178EUR |
+16.34% |
0.178
Bid Size: 10,000 |
-
Ask Size: - |
BAWAG GROUP AG |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME86FA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.37 |
| Time value: |
0.15 |
| Break-even: |
71.53 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
3.38% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
14.87 |
| Rho: |
0.03 |
Quote data
| Open: |
0.184 |
| High: |
0.184 |
| Low: |
0.178 |
| Previous Close: |
0.153 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.32% |
| 1 Month |
|
|
+2125.00% |
| 3 Months |
|
|
+836.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.239 |
0.153 |
| 1M High / 1M Low: |
0.239 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
597.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
