Morgan Stanley Call 38 BAC 20.09.2024
/ DE000ME1CR65
Morgan Stanley Call 38 BAC 20.09..../ DE000ME1CR65 /
| 6/10/2024 6:02:22 PM |
Chg.0.000 |
Bid7:18:50 PM |
Ask7:18:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.300
Bid Size: 500,000 |
0.310
Ask Size: 500,000 |
Bank of America Corp... |
38.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1CR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.17 |
| Time value: |
0.14 |
| Break-even: |
38.35 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
8.16 |
| Rho: |
0.06 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+27.66% |
| 3 Months |
|
|
+76.47% |
| YTD |
|
|
+117.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.300 |
0.193 |
| 6M High / 6M Low: |
0.300 |
0.060 |
| High (YTD): |
6/7/2024 |
0.300 |
| Low (YTD): |
1/18/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.27% |
| Volatility 6M: |
|
269.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
