Morgan Stanley Call 90 BG 20.12.2024
/ DE000ME6KGQ8
Morgan Stanley Call 90 BG 20.12.2.../ DE000ME6KGQ8 /
| 11/10/2024 18:31:55 |
Chg.+0.030 |
Bid20:28:55 |
Ask20:28:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.600
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
Bunge Global SA |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6KGQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.23 |
| Parity: |
0.51 |
| Time value: |
0.07 |
| Break-even: |
88.11 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
13.74 |
| Rho: |
0.14 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
-31.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.680 |
0.520 |
| 6M High / 6M Low: |
0.910 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.01% |
| Volatility 6M: |
|
77.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
