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Morgan Stanley Call 34 BAC 20.06..../  DE000ME30W73  /

Stuttgart
2024-06-10  4:22:32 PM Chg.-0.010 Bid5:19:24 PM Ask5:19:24 PM Underlying Strike price Expiration date Option type
0.770EUR -1.28% 0.760
Bid Size: 500,000		 0.770
Ask Size: 500,000		 Bank of America Corp... 34.00 USD 2025-06-20 Call
 

Master data

WKN: ME30W7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.54
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.54
Time value: 0.25
Break-even: 39.44
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.80
Theta: -0.01
Omega: 3.72
Rho: 0.22
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month  
+10.00%
3 Months  
+40.00%
YTD  
+67.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.740
1M High / 1M Low: 0.780 0.690
6M High / 6M Low: 0.780 0.300
High (YTD): 2024-06-07 0.780
Low (YTD): 2024-01-18 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.540
Avg. volume 6M:   323.935
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.53%
Volatility 6M:   112.16%
Volatility 1Y:   -
Volatility 3Y:   -