Morgan Stanley Call 90 BG 20.12.2024
/ DE000ME7GTW5
Morgan Stanley Call 90 BG 20.12.2.../ DE000ME7GTW5 /
8/5/2024 6:32:09 PM |
Chg.- |
Bid10:36:19 AM |
Ask10:36:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
- |
1.03 Bid Size: 3,750 |
1.09 Ask Size: 3,750 |
Bunge Global SA |
90.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
0.56 |
Time value: |
0.54 |
Break-even: |
93.19 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.10 |
Spread %: |
10.00% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
5.47 |
Rho: |
0.18 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.00 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-59.84% |
1 Month |
|
|
-50.50% |
3 Months |
|
|
-34.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
1.00 |
1M High / 1M Low: |
2.53 |
1.00 |
6M High / 6M Low: |
2.53 |
0.73 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.22% |
Volatility 6M: |
|
122.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |