Morgan Stanley Call 70 0B2 20.09.2024
/ DE000ME86FA0
Morgan Stanley Call 70 0B2 20.09..../ DE000ME86FA0 /
| 8/9/2024 4:57:52 PM |
Chg.-0.013 |
Bid6:44:00 PM |
Ask6:44:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-11.93% |
0.092
Bid Size: 12,500 |
-
Ask Size: - |
BAWAG GROUP AG |
70.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.56 |
| Time value: |
0.10 |
| Break-even: |
70.95 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
16.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.096 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.51% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.051 |
| 1M High / 1M Low: |
0.239 |
0.051 |
| 6M High / 6M Low: |
0.239 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.93% |
| Volatility 6M: |
|
1,497.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
