Morgan Stanley Call 81 BNP 20.12..../  DE000ME5YBA6  /

Stuttgart
2024-07-26  6:53:16 PM Chg.-0.001 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.046EUR -2.13% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 81.00 EUR 2024-12-20 Call
 

Master data

WKN: ME5YBA
Issuer: Morgan Stanley
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 81.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -1.65
Time value: 0.06
Break-even: 81.63
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 26.00%
Delta: 0.12
Theta: -0.01
Omega: 12.62
Rho: 0.03
 

Quote data

Open: 0.048
High: 0.048
Low: 0.046
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.20%
1 Month  
+35.29%
3 Months
  -58.56%
YTD
  -54.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.031
1M High / 1M Low: 0.051 0.028
6M High / 6M Low: 0.152 0.027
High (YTD): 2024-05-20 0.152
Low (YTD): 2024-02-20 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.17%
Volatility 6M:   200.43%
Volatility 1Y:   -
Volatility 3Y:   -