Morgan Stanley Call 28 BAC 20.09.2024
/ DE000ME1VC02
Morgan Stanley Call 28 BAC 20.09..../ DE000ME1VC02 /
| 10/06/2024 14:17:49 |
Chg.+0.01 |
Bid10/06/2024 |
Ask10/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+0.44% |
2.29
Bid Size: 1,500 |
2.30
Ask Size: 1,500 |
Bank of America Corp... |
28.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1VC0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.20 |
| Intrinsic value: |
10.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
10.93 |
| Time value: |
-8.64 |
| Break-even: |
28.27 |
| Moneyness: |
1.42 |
| Premium: |
-0.23 |
| Premium p.a.: |
-0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.28 |
| High: |
2.29 |
| Low: |
2.28 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.78% |
| 1 Month |
|
|
+0.88% |
| 3 Months |
|
|
+13.93% |
| YTD |
|
|
+32.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.25 |
| 1M High / 1M Low: |
2.28 |
2.18 |
| 6M High / 6M Low: |
2.28 |
1.50 |
| High (YTD): |
07/06/2024 |
2.28 |
| Low (YTD): |
18/01/2024 |
1.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.80% |
| Volatility 6M: |
|
36.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
