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Morgan Stanley Call 36 BAC 20.09..../  DE000ME1CR57  /

Stuttgart
2024-06-10  12:12:43 PM Chg.-0.020 Bid3:03:11 PM Ask3:03:11 PM Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.430
Bid Size: 15,000		 0.440
Ask Size: 15,000		 Bank of America Corp... 36.00 USD 2024-09-20 Call
 

Master data

WKN: ME1CR5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.35
Implied volatility: 0.29
Historic volatility: 0.21
Parity: 0.35
Time value: 0.11
Break-even: 38.00
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.79
Theta: -0.01
Omega: 6.30
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month  
+19.44%
3 Months  
+65.38%
YTD  
+110.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.410
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: 0.450 0.096
High (YTD): 2024-06-07 0.450
Low (YTD): 2024-01-18 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.27%
Volatility 6M:   232.74%
Volatility 1Y:   -
Volatility 3Y:   -