Morgan Stanley Call 90 BG 20.12.2024
/ DE000ME7GTW5
Morgan Stanley Call 90 BG 20.12.2.../ DE000ME7GTW5 /
11/09/2024 18:37:36 |
Chg.-0.130 |
Bid19:54:14 |
Ask19:54:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-13.13% |
0.860 Bid Size: 50,000 |
0.890 Ask Size: 50,000 |
Bunge Global SA |
90.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME7GTW |
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: |
24/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
0.53 |
Time value: |
0.42 |
Break-even: |
91.17 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
3.26% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
6.31 |
Rho: |
0.14 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.860 |
Previous Close: |
0.990 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.65% |
1 Month |
|
|
-19.63% |
3 Months |
|
|
-54.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.990 |
1M High / 1M Low: |
1.350 |
0.960 |
6M High / 6M Low: |
2.530 |
0.960 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.710 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.39% |
Volatility 6M: |
|
114.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |