Morgan Stanley Call 95 BG 20.12.2024
/ DE000ME6TE66
Morgan Stanley Call 95 BG 20.12.2.../ DE000ME6TE66 /
| 09/10/2024 17:04:45 |
Chg.-0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-3.08% |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6TE6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.30 |
| Time value: |
0.41 |
| Break-even: |
93.66 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
8.01 |
| Rho: |
0.10 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+3.28% |
| 3 Months |
|
|
-65.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.540 |
| 1M High / 1M Low: |
0.800 |
0.480 |
| 6M High / 6M Low: |
2.100 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.19% |
| Volatility 6M: |
|
151.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
