Morgan Stanley Call 240 BGNE 20.09.2024
/ DE000ME9RY87
Morgan Stanley Call 240 BGNE 20.0.../ DE000ME9RY87 /
| 2024-06-04 4:51:56 PM |
Chg.+0.010 |
Bid7:13:39 PM |
Ask7:13:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.560
Bid Size: 7,500 |
0.890
Ask Size: 7,500 |
BeiGene Ltd |
240.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME9RY8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BeiGene Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.44 |
| Parity: |
-8.60 |
| Time value: |
0.86 |
| Break-even: |
228.64 |
| Moneyness: |
0.61 |
| Premium: |
0.71 |
| Premium p.a.: |
5.07 |
| Spread abs.: |
0.32 |
| Spread %: |
59.26% |
| Delta: |
0.26 |
| Theta: |
-0.11 |
| Omega: |
4.01 |
| Rho: |
0.08 |
Quote data
| Open: |
0.480 |
| High: |
0.550 |
| Low: |
0.480 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
-20.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.540 |
| 1M High / 1M Low: |
0.710 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.612 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
