Morgan Stanley Call 70 BNP 20.12.2024
/ DE000ME5YAZ5
Morgan Stanley Call 70 BNP 20.12..../ DE000ME5YAZ5 /
16/08/2024 20:20:10 |
Chg.+0.010 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.086EUR |
+13.16% |
0.086 Bid Size: 3,750 |
0.094 Ask Size: 3,750 |
BNP PARIBAS INH. ... |
70.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
ME5YAZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
71.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
-0.95 |
Time value: |
0.09 |
Break-even: |
70.85 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.01 |
Spread %: |
10.39% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
13.63 |
Rho: |
0.04 |
Quote data
Open: |
0.075 |
High: |
0.086 |
Low: |
0.075 |
Previous Close: |
0.076 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.44% |
1 Month |
|
|
-44.16% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-66.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.058 |
1M High / 1M Low: |
0.218 |
0.058 |
6M High / 6M Low: |
0.490 |
0.055 |
High (YTD): |
20/05/2024 |
0.490 |
Low (YTD): |
14/02/2024 |
0.052 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.16% |
Volatility 6M: |
|
197.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |