Morgan Stanley Call 4.25 BSD2 20.09.2024
/ DE000ME86FR4
Morgan Stanley Call 4.25 BSD2 20..../ DE000ME86FR4 /
| 2024-06-19 9:03:14 PM |
Chg.- |
Bid9:07:46 AM |
Ask9:07:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.440
Bid Size: 200,000 |
0.450
Ask Size: 200,000 |
BCO SANTANDER N.EO0,... |
4.25 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
ME86FR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.26 |
| Break-even: |
4.71 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
6.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-40.79% |
| 3 Months |
|
|
+40.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.770 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
