Morgan Stanley Call 27 BAC 20.09.2024
/ DE000ME1VBZ8
Morgan Stanley Call 27 BAC 20.09..../ DE000ME1VBZ8 /
| 2024-06-10 2:17:52 PM |
Chg.+0.01 |
Bid2:28:03 PM |
Ask2:28:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+0.44% |
2.30
Bid Size: 1,500 |
2.31
Ask Size: 1,500 |
Bank of America Corp... |
27.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1VBZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.11 |
| Intrinsic value: |
11.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
11.86 |
| Time value: |
-9.56 |
| Break-even: |
27.35 |
| Moneyness: |
1.47 |
| Premium: |
-0.26 |
| Premium p.a.: |
-0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.29 |
| High: |
2.30 |
| Low: |
2.29 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.77% |
| 1 Month |
|
|
+0.44% |
| 3 Months |
|
|
+10.58% |
| YTD |
|
|
+27.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.26 |
| 1M High / 1M Low: |
2.29 |
2.18 |
| 6M High / 6M Low: |
2.29 |
1.62 |
| High (YTD): |
2024-06-07 |
2.29 |
| Low (YTD): |
2024-01-18 |
1.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
19.42% |
| Volatility 6M: |
|
30.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
