Morgan Stanley Call 95 BG 20.12.2024
/ DE000ME6TE66
Morgan Stanley Call 95 BG 20.12.2.../ DE000ME6TE66 /
| 05/07/2024 20:39:46 |
Chg.- |
Bid09:29:12 |
Ask09:29:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
- |
1.62
Bid Size: 2,000 |
1.72
Ask Size: 2,000 |
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: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.23 |
| Time value: |
0.49 |
| Break-even: |
104.95 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
2.99% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
4.51 |
| Rho: |
0.27 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.61 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
-7.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.59 |
| 1M High / 1M Low: |
1.85 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
