Morgan Stanley Call 81 BNR 20.09.2024
/ DE000ME15YR4
Morgan Stanley Call 81 BNR 20.09..../ DE000ME15YR4 /
| 2024-07-30 12:17:36 PM |
Chg.+0.001 |
Bid2:32:12 PM |
Ask2:32:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+1.82% |
0.057
Bid Size: 25,000 |
0.061
Ask Size: 25,000 |
BRENNTAG SE NA O.N. |
81.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME15YR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
81.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
98.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-1.53 |
| Time value: |
0.07 |
| Break-even: |
81.67 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
3.60 |
| Spread abs.: |
0.01 |
| Spread %: |
21.82% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
12.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.056 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-78.46% |
| YTD |
|
|
-94.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.052 |
| 1M High / 1M Low: |
0.056 |
0.052 |
| 6M High / 6M Low: |
0.970 |
0.051 |
| High (YTD): |
2024-01-02 |
0.980 |
| Low (YTD): |
2024-06-10 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.86% |
| Volatility 6M: |
|
137.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
