Morgan Stanley Call 4.5 SBSW 20.09.2024
/ DE000ME432W0
Morgan Stanley Call 4.5 SBSW 20.0.../ DE000ME432W0 /
| 6/14/2024 6:28:48 PM |
Chg.+0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+17.31% |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
4.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME432W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.56 |
| Parity: |
0.06 |
| Time value: |
0.63 |
| Break-even: |
4.89 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.07 |
| Spread %: |
11.29% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
3.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.610 |
| Low: |
0.540 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
-51.20% |
| 3 Months |
|
|
-33.70% |
| YTD |
|
|
-58.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.520 |
| 1M High / 1M Low: |
1.470 |
0.520 |
| 6M High / 6M Low: |
1.710 |
0.520 |
| High (YTD): |
4/9/2024 |
1.580 |
| Low (YTD): |
6/13/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.07% |
| Volatility 6M: |
|
178.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
