Morgan Stanley Call 83 BNR 20.09.2024
/ DE000ME10B15
Morgan Stanley Call 83 BNR 20.09..../ DE000ME10B15 /
30/08/2024 18:52:41 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
- |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
83.00 - |
20/09/2024 |
Call |
Master data
WKN: |
ME10B1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
83.00 - |
Maturity: |
20/09/2024 |
Issue date: |
22/09/2023 |
Last trading day: |
02/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
116.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.19 |
Parity: |
-1.57 |
Time value: |
0.06 |
Break-even: |
83.58 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
45.00% |
Delta: |
0.12 |
Theta: |
-0.06 |
Omega: |
13.48 |
Rho: |
0.00 |
Quote data
Open: |
0.041 |
High: |
0.042 |
Low: |
0.040 |
Previous Close: |
0.041 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-27.27% |
YTD |
|
|
-95.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.040 |
1M High / 1M Low: |
0.057 |
0.039 |
6M High / 6M Low: |
0.830 |
0.039 |
High (YTD): |
02/01/2024 |
0.890 |
Low (YTD): |
26/08/2024 |
0.039 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.165 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.41% |
Volatility 6M: |
|
136.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |