Morgan Stanley Call 85 BG 20.12.2024
/ DE000ME84719
Morgan Stanley Call 85 BG 20.12.2.../ DE000ME84719 /
7/10/2024 4:31:27 PM |
Chg.-0.08 |
Bid5:41:24 PM |
Ask5:41:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
-2.96% |
2.63 Bid Size: 40,000 |
2.67 Ask Size: 40,000 |
Bunge Global SA |
85.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME8471 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
2.32 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
2.32 |
Time value: |
0.31 |
Break-even: |
104.90 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.54% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
3.40 |
Rho: |
0.28 |
Quote data
Open: |
2.57 |
High: |
2.62 |
Low: |
2.57 |
Previous Close: |
2.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.15% |
1 Month |
|
|
+17.49% |
3 Months |
|
|
+7.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.70 |
2.44 |
1M High / 1M Low: |
2.70 |
1.94 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |