Morgan Stanley Call 105 BG 20.12.2024
/ DE000ME6KKH9
Morgan Stanley Call 105 BG 20.12..../ DE000ME6KKH9 /
| 2024-06-25 11:15:37 AM |
Chg.0.00 |
Bid2:50:10 PM |
Ask2:50:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
0.00% |
1.03
Bid Size: 3,750 |
1.08
Ask Size: 3,750 |
Bunge Global SA |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME6KKH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
1.02 |
| Break-even: |
108.44 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
5.40 |
| Rho: |
0.23 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.29% |
| 1 Month |
|
|
+36.49% |
| 3 Months |
|
|
+17.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.68 |
| 1M High / 1M Low: |
1.01 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
