Morgan Stanley Call 100 BG 20.12.2024
/ DE000ME5CUH7
Morgan Stanley Call 100 BG 20.12..../ DE000ME5CUH7 /
| 2024-09-20 5:30:07 PM |
Chg.- |
Bid10:14:18 AM |
Ask10:14:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.330
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
Bunge Global SA |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5CUH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.35 |
| Break-even: |
93.11 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
12.43 |
| Rho: |
0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-30.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.450 |
0.260 |
| 6M High / 6M Low: |
0.770 |
0.260 |
| High (YTD): |
2024-07-30 |
0.770 |
| Low (YTD): |
2024-02-08 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.61% |
| Volatility 6M: |
|
113.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
