Morgan Stanley Call 4.5 SBSW 20.12.2024
/ DE000ME76LY9
Morgan Stanley Call 4.5 SBSW 20.1.../ DE000ME76LY9 /
| 2024-06-13 6:00:20 PM |
Chg.- |
Bid1:56:23 PM |
Ask1:56:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
4.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME76LY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.56 |
| Parity: |
-0.12 |
| Time value: |
0.86 |
| Break-even: |
5.05 |
| Moneyness: |
0.97 |
| Premium: |
0.24 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.11 |
| Spread %: |
14.67% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
2.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.740 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-37.82% |
| 3 Months |
|
|
-32.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.740 |
| 1M High / 1M Low: |
1.690 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
