Morgan Stanley Call 40 BAC 20.06.2025
/ DE000ME30WA3
Morgan Stanley Call 40 BAC 20.06..../ DE000ME30WA3 /
| 6/10/2024 10:42:54 AM |
Chg.0.000 |
Bid11:57:48 AM |
Ask11:57:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.400
Bid Size: 15,000 |
0.420
Ask Size: 15,000 |
Bank of America Corp... |
40.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
ME30WA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.02 |
| Time value: |
0.43 |
| Break-even: |
41.41 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
5.15 |
| Rho: |
0.18 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.380 |
| 1M High / 1M Low: |
0.400 |
0.340 |
| 6M High / 6M Low: |
0.400 |
0.133 |
| High (YTD): |
6/7/2024 |
0.400 |
| Low (YTD): |
1/18/2024 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.37% |
| Volatility 6M: |
|
146.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
