Morgan Stanley Call 88 BNR 20.09.2024
/ DE000ME10B64
Morgan Stanley Call 88 BNR 20.09..../ DE000ME10B64 /
| 12/07/2024 14:13:01 |
Chg.+0.002 |
Bid14:39:30 |
Ask14:39:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+4.08% |
0.050
Bid Size: 125,000 |
0.058
Ask Size: 125,000 |
BRENNTAG SE NA O.N. |
88.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
ME10B6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
22/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
103.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
-2.47 |
| Time value: |
0.06 |
| Break-even: |
88.61 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
4.76 |
| Spread abs.: |
0.01 |
| Spread %: |
24.49% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
10.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.051 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+18.60% |
| 3 Months |
|
|
-75.24% |
| YTD |
|
|
-92.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.047 |
| 1M High / 1M Low: |
0.063 |
0.043 |
| 6M High / 6M Low: |
0.610 |
0.042 |
| High (YTD): |
02/01/2024 |
0.660 |
| Low (YTD): |
10/06/2024 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.95% |
| Volatility 6M: |
|
138.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
