Morgan Stanley Call 4.5 SBSW 21.06.2024
/ DE000ME432V2
Morgan Stanley Call 4.5 SBSW 21.0.../ DE000ME432V2 /
| 2024-05-20 8:51:08 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
4.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
ME432V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-05-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
5.79 |
| Historic volatility: |
0.55 |
| Parity: |
-0.33 |
| Time value: |
1.28 |
| Break-even: |
5.78 |
| Moneyness: |
0.93 |
| Premium: |
0.39 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
5.79% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
2.06 |
| Rho: |
0.00 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.20 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+76.81% |
| 3 Months |
|
|
+84.85% |
| YTD |
|
|
-5.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.23 |
0.69 |
| 6M High / 6M Low: |
1.54 |
0.40 |
| High (YTD): |
2024-04-09 |
1.34 |
| Low (YTD): |
2024-03-05 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.53% |
| Volatility 6M: |
|
226.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
