Morgan Stanley Call 33 BAC 20.09.2024
/ DE000ME22L19
Morgan Stanley Call 33 BAC 20.09..../ DE000ME22L19 /
| 2024-06-10 12:44:16 PM |
Chg.0.00 |
Bid1:34:59 PM |
Ask1:34:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
0.00% |
2.08
Bid Size: 1,500 |
2.11
Ask Size: 1,500 |
Bank of America Corp... |
33.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME22L1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.66 |
| Intrinsic value: |
6.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
6.29 |
| Time value: |
-4.19 |
| Break-even: |
32.72 |
| Moneyness: |
1.21 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+7.22% |
| 3 Months |
|
|
+40.54% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
2.00 |
| 1M High / 1M Low: |
2.08 |
1.88 |
| 6M High / 6M Low: |
2.08 |
0.81 |
| High (YTD): |
2024-06-07 |
2.08 |
| Low (YTD): |
2024-01-18 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.24% |
| Volatility 6M: |
|
99.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
