Morgan Stanley Call 4.5 BSD2 20.12.2024
/ DE000ME862V0
Morgan Stanley Call 4.5 BSD2 20.1.../ DE000ME862V0 /
| 5/15/2024 5:18:51 PM |
Chg.+0.040 |
Bid8:50:03 PM |
Ask8:50:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
0.650
Bid Size: 3,750 |
0.660
Ask Size: 3,750 |
BCO SANTANDER N.EO0,... |
4.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
ME862V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.37 |
| Break-even: |
5.12 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
5.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.84% |
| 1 Month |
|
|
+75.68% |
| 3 Months |
|
|
+336.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.590 |
| 1M High / 1M Low: |
0.680 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
