Morgan Stanley Call 100 BG 21.06.2024
/ DE000MB7WEU1
Morgan Stanley Call 100 BG 21.06..../ DE000MB7WEU1 /
| 5/28/2024 10:48:25 AM |
Chg.+0.010 |
Bid12:06:03 PM |
Ask12:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.510
Bid Size: 2,000 |
0.550
Ask Size: 2,000 |
Bunge Global SA |
100.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
MB7WEU |
| 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: |
6/26/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
0.25 |
| Break-even: |
97.37 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
11.67 |
| Rho: |
0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+58.06% |
| YTD |
|
|
-38.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.460 |
| 1M High / 1M Low: |
0.680 |
0.340 |
| 6M High / 6M Low: |
1.450 |
0.131 |
| High (YTD): |
4/22/2024 |
1.100 |
| Low (YTD): |
2/8/2024 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
322.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.10% |
| Volatility 6M: |
|
218.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
