Morgan Stanley Call 86 BNR 20.09.2024
/ DE000ME10B49
Morgan Stanley Call 86 BNR 20.09..../ DE000ME10B49 /
| 2024-07-25 9:24:29 PM |
Chg.-0.001 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-2.00% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
86.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME10B4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
107.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.18 |
| Parity: |
-2.07 |
| Time value: |
0.06 |
| Break-even: |
86.61 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
5.10 |
| Spread abs.: |
0.01 |
| Spread %: |
24.49% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
11.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.049 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-7.55% |
| 3 Months |
|
|
-72.78% |
| YTD |
|
|
-93.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.049 |
| 1M High / 1M Low: |
0.053 |
0.048 |
| 6M High / 6M Low: |
0.700 |
0.044 |
| High (YTD): |
2024-01-02 |
0.750 |
| Low (YTD): |
2024-06-10 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.08% |
| Volatility 6M: |
|
135.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
