Morgan Stanley Call 10 BILI 20.09.2024
/ DE000ME78WY2
Morgan Stanley Call 10 BILI 20.09.../ DE000ME78WY2 /
| 2024-06-11 6:07:51 PM |
Chg.-0.020 |
Bid8:37:13 PM |
Ask8:37:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.410
Bid Size: 350,000 |
0.430
Ask Size: 350,000 |
Bilibili Inc |
10.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME78WY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.60 |
| Parity: |
0.39 |
| Time value: |
0.07 |
| Break-even: |
13.89 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
+10.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.670 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
