Morgan Stanley Call 70 0B2 20.12.2024
/ DE000ME86FB8
Morgan Stanley Call 70 0B2 20.12..../ DE000ME86FB8 /
| 18/09/2024 16:47:57 |
Chg.+0.030 |
Bid18:53:03 |
Ask18:53:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
0.420
Bid Size: 7,500 |
-
Ask Size: - |
BAWAG GROUP AG |
70.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
ME86FB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.38 |
| Break-even: |
73.80 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.56% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
9.72 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+28.13% |
| 3 Months |
|
|
+418.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.450 |
0.300 |
| 6M High / 6M Low: |
0.450 |
0.002 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.75% |
| Volatility 6M: |
|
1,960.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
