Morgan Stanley Call 95 BG 20.09.2024
/ DE000ME6TE58
Morgan Stanley Call 95 BG 20.09.2.../ DE000ME6TE58 /
| 8/2/2024 4:51:45 PM |
Chg.-0.250 |
Bid7:23:32 PM |
Ask7:23:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-27.78% |
0.590
Bid Size: 40,000 |
0.640
Ask Size: 40,000 |
Bunge Global SA |
95.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME6TE5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.22 |
| Break-even: |
97.77 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
7.59 |
| Rho: |
0.09 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.650 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.24% |
| 1 Month |
|
|
-60.37% |
| 3 Months |
|
|
-36.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
0.900 |
| 1M High / 1M Low: |
1.900 |
0.900 |
| 6M High / 6M Low: |
1.900 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.44% |
| Volatility 6M: |
|
161.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
