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Morgan Stanley Call 36 BAC 20.06..../  DE000ME30W81  /

Stuttgart
2024-06-10  4:22:32 PM Chg.-0.010 Bid5:57:11 PM Ask5:57:11 PM Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.640
Bid Size: 500,000		 0.650
Ask Size: 500,000		 Bank of America Corp... 36.00 USD 2025-06-20 Call
 

Master data

WKN: ME30W8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 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: 5.59
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.35
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.35
Time value: 0.31
Break-even: 40.00
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.74
Theta: -0.01
Omega: 4.13
Rho: 0.21
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.34%
3 Months  
+42.22%
YTD  
+72.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.610
1M High / 1M Low: 0.650 0.570
6M High / 6M Low: 0.650 0.227
High (YTD): 2024-06-07 0.650
Low (YTD): 2024-01-18 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   333.333
Avg. price 6M:   0.440
Avg. volume 6M:   163.387
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.74%
Volatility 6M:   124.42%
Volatility 1Y:   -
Volatility 3Y:   -