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Morgan Stanley Call 38 BAC 20.06..../  DE000ME30W99  /

Stuttgart
2024-06-10  4:22:32 PM Chg.-0.010 Bid4:40:55 PM Ask4:40:55 PM Underlying Strike price Expiration date Option type
0.520EUR -1.89% 0.510
Bid Size: 500,000		 0.520
Ask Size: 500,000		 Bank of America Corp... 38.00 USD 2025-06-20 Call
 

Master data

WKN: ME30W9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 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: 6.83
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.17
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 0.17
Time value: 0.37
Break-even: 40.65
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.67
Theta: -0.01
Omega: 4.60
Rho: 0.20
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.64%
3 Months  
+44.44%
YTD  
+73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.530 0.460
6M High / 6M Low: 0.530 0.174
High (YTD): 2024-06-07 0.530
Low (YTD): 2024-01-18 0.187
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.25%
Volatility 6M:   139.91%
Volatility 1Y:   -
Volatility 3Y:   -