Morgan Stanley Call 36 BAC 20.12.2024
/ DE000ME54H16
Morgan Stanley Call 36 BAC 20.12..../ DE000ME54H16 /
| 2024-06-10 8:14:00 AM |
Chg.-0.01 |
Bid10:44:04 AM |
Ask10:44:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-0.63% |
1.59
Bid Size: 1,500 |
1.61
Ask Size: 1,500 |
Bank of America Corp... |
36.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54H1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.82 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
3.51 |
| Time value: |
-1.89 |
| Break-even: |
35.02 |
| Moneyness: |
1.11 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
+8.16% |
| 3 Months |
|
|
+40.71% |
| YTD |
|
|
+80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.53 |
| 1M High / 1M Low: |
1.60 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-07 |
1.60 |
| Low (YTD): |
2024-01-18 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
