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

Stuttgart
8/30/2024  8:13:27 PM Chg.+0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.021EUR +5.00% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 81.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/28/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 156.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.84
Time value: 0.04
Break-even: 81.40
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 1.37
Spread abs.: 0.02
Spread %: 81.82%
Delta: 0.09
Theta: -0.01
Omega: 13.60
Rho: 0.02
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -22.22%
3 Months
  -82.64%
YTD
  -79.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.019
1M High / 1M Low: 0.027 0.014
6M High / 6M Low: 0.152 0.014
High (YTD): 5/20/2024 0.152
Low (YTD): 8/14/2024 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.44%
Volatility 6M:   203.94%
Volatility 1Y:   -
Volatility 3Y:   -