Morgan Stanley Call 39 BAC 20.09.2024
/ DE000ME5GQR5
Morgan Stanley Call 39 BAC 20.09..../ DE000ME5GQR5 /
| 2024-06-10 12:52:37 PM |
Chg.-0.04 |
Bid4:07:05 PM |
Ask4:07:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
1.16
Bid Size: 50,000 |
1.17
Ask Size: 50,000 |
Bank of America Corp... |
39.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME5GQR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
31.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.21 |
| Parity: |
0.72 |
| Time value: |
0.47 |
| Break-even: |
37.37 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
26.09 |
| Rho: |
0.08 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
+137.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.06 |
| 1M High / 1M Low: |
1.18 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-07 |
1.18 |
| Low (YTD): |
2024-01-18 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
