Morgan Stanley Call 13 BILI 20.12.2024
/ DE000ME4G2H2
Morgan Stanley Call 13 BILI 20.12.../ DE000ME4G2H2 /
| 05/06/2024 20:47:23 |
Chg.+0.020 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
0.400
Bid Size: 300,000 |
0.420
Ask Size: 300,000 |
Bilibili Inc |
13.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME4G2H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.59 |
| Parity: |
0.18 |
| Time value: |
0.21 |
| Break-even: |
15.85 |
| Moneyness: |
1.15 |
| Premium: |
0.16 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
2.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+131.21% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.560 |
0.290 |
| 6M High / 6M Low: |
0.560 |
0.119 |
| High (YTD): |
17/05/2024 |
0.560 |
| Low (YTD): |
02/02/2024 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.56% |
| Volatility 6M: |
|
190.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
