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Morgan Stanley Call 40 BAC 20.09..../  DE000ME1CR73  /

Stuttgart
2024-06-10  12:12:43 PM Chg.-0.013 Bid2:17:48 PM Ask2:17:48 PM Underlying Strike price Expiration date Option type
0.172EUR -7.03% 0.176
Bid Size: 15,000		 0.186
Ask Size: 15,000		 Bank of America Corp... 40.00 USD 2024-09-20 Call
 

Master data

WKN: ME1CR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.93
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.02
Time value: 0.20
Break-even: 39.06
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 5.41%
Delta: 0.54
Theta: -0.01
Omega: 10.23
Rho: 0.05
 

Quote data

Open: 0.172
High: 0.172
Low: 0.172
Previous Close: 0.185
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.24%
1 Month  
+21.13%
3 Months  
+56.36%
YTD  
+86.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.162
1M High / 1M Low: 0.185 0.110
6M High / 6M Low: 0.185 0.038
High (YTD): 2024-06-07 0.185
Low (YTD): 2024-01-18 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.56%
Volatility 6M:   295.30%
Volatility 1Y:   -
Volatility 3Y:   -