Morgan Stanley Call 41 BAC 20.12.2024
/ DE000ME5MD24
Morgan Stanley Call 41 BAC 20.12..../ DE000ME5MD24 /
| 07/06/2024 18:52:25 |
Chg.- |
Bid10:00:07 |
Ask10:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
0.930
Bid Size: 1,500 |
0.950
Ask Size: 1,500 |
Bank of America Corp... |
41.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5MD2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
38.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.21 |
| Parity: |
-1.13 |
| Time value: |
0.96 |
| Break-even: |
39.00 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
17.71 |
| Rho: |
0.08 |
Quote data
| Open: |
0.900 |
| High: |
0.950 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+14.46% |
| 3 Months |
|
|
+55.74% |
| YTD |
|
|
+115.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.880 |
| 1M High / 1M Low: |
0.950 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/06/2024 |
0.950 |
| Low (YTD): |
16/01/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
