Morgan Stanley Call 110 BG 20.12.2024
/ DE000ME63SR6
Morgan Stanley Call 110 BG 20.12..../ DE000ME63SR6 /
| 2024-06-20 4:17:21 PM |
Chg.+0.080 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+16.33% |
0.570
Bid Size: 40,000 |
0.610
Ask Size: 40,000 |
Bunge Global SA |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME63SR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.72 |
| Time value: |
0.56 |
| Break-even: |
107.95 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
7.38 |
| Rho: |
0.18 |
Quote data
| Open: |
0.500 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
+14.00% |
| 3 Months |
|
|
-5.00% |
| YTD |
|
|
-25.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
0.740 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
1.040 |
| Low (YTD): |
2024-02-08 |
0.212 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
