Morgan Stanley Call 81 BNR 20.09.2024
/ DE000ME15YR4
Morgan Stanley Call 81 BNR 20.09..../ DE000ME15YR4 /
| 7/12/2024 12:14:07 PM |
Chg.+0.003 |
Bid2:30:05 PM |
Ask2:30:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+5.66% |
0.054
Bid Size: 125,000 |
0.062
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
81.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
97.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
-1.77 |
| Time value: |
0.07 |
| Break-even: |
81.65 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
2.76 |
| Spread abs.: |
0.01 |
| Spread %: |
22.64% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
11.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
+1.82% |
| 3 Months |
|
|
-84.00% |
| YTD |
|
|
-94.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.053 |
| 1M High / 1M Low: |
0.068 |
0.053 |
| 6M High / 6M Low: |
0.970 |
0.051 |
| High (YTD): |
1/2/2024 |
0.980 |
| Low (YTD): |
6/10/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.40% |
| Volatility 6M: |
|
139.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
