Morgan Stanley Call 37 BAC 20.09.2024
/ DE000ME3YWB5
Morgan Stanley Call 37 BAC 20.09..../ DE000ME3YWB5 /
| 2024-05-31 8:20:27 PM |
Chg.+0.20 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+15.27% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
37.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3YWB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
2.76 |
| Time value: |
-1.20 |
| Break-even: |
35.67 |
| Moneyness: |
1.08 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.29 |
| High: |
1.51 |
| Low: |
1.29 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.34% |
| 1 Month |
|
|
+46.60% |
| 3 Months |
|
|
+98.68% |
| YTD |
|
|
+118.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.31 |
| 1M High / 1M Low: |
1.51 |
1.03 |
| 6M High / 6M Low: |
1.51 |
0.37 |
| High (YTD): |
2024-05-31 |
1.51 |
| Low (YTD): |
2024-01-18 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.80% |
| Volatility 6M: |
|
182.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
