Morgan Stanley Call 31 BAC 20.09.2024
/ DE000ME1VC36
Morgan Stanley Call 31 BAC 20.09..../ DE000ME1VC36 /
| 2024-06-11 8:43:21 AM |
Chg.-0.02 |
Bid1:05:42 PM |
Ask1:05:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-0.90% |
2.21
Bid Size: 1,500 |
2.23
Ask Size: 1,500 |
Bank of America Corp... |
31.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1VC3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 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: |
16.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.36 |
| Intrinsic value: |
8.06 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
8.06 |
| Time value: |
-5.83 |
| Break-even: |
31.03 |
| Moneyness: |
1.28 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.85% |
| 1 Month |
|
|
+3.29% |
| 3 Months |
|
|
+27.91% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
2.16 |
| 1M High / 1M Low: |
2.22 |
2.10 |
| 6M High / 6M Low: |
2.22 |
1.09 |
| High (YTD): |
2024-06-10 |
2.22 |
| Low (YTD): |
2024-01-18 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
21.12% |
| Volatility 6M: |
|
66.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
