Morgan Stanley Call 100 BG 21.06.2024
/ DE000MB78584
Morgan Stanley Call 100 BG 21.06..../ DE000MB78584 /
| 5/27/2024 5:51:02 PM |
Chg.+0.010 |
Bid6:39:07 PM |
Ask6:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
0.450
Bid Size: 2,000 |
0.480
Ask Size: 2,000 |
Bunge Global SA |
100.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
MB7858 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
6/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.30 |
| Time value: |
0.16 |
| Break-even: |
96.80 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
14.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.92% |
| 1 Month |
|
|
-2.22% |
| 3 Months |
|
|
+87.23% |
| YTD |
|
|
+2.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.350 |
| 1M High / 1M Low: |
0.610 |
0.320 |
| 6M High / 6M Low: |
0.700 |
0.118 |
| High (YTD): |
4/22/2024 |
0.700 |
| Low (YTD): |
2/8/2024 |
0.118 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.98% |
| Volatility 6M: |
|
182.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
