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Morgan Stanley Call 42 BAC 20.09..../  DE000ME39CM1  /

Stuttgart
2024-06-10  3:39:42 PM Chg.-0.019 Bid5:21:10 PM Ask5:21:10 PM Underlying Strike price Expiration date Option type
0.088EUR -17.76% 0.092
Bid Size: 500,000		 0.102
Ask Size: 500,000		 Bank of America Corp... 42.00 USD 2024-09-20 Call
 

Master data

WKN: ME39CM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.95
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.21
Time value: 0.11
Break-even: 40.09
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 9.80%
Delta: 0.38
Theta: -0.01
Omega: 12.59
Rho: 0.04
 

Quote data

Open: 0.097
High: 0.097
Low: 0.088
Previous Close: 0.107
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.56%
1 Month  
+14.29%
3 Months  
+29.41%
YTD  
+44.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.090
1M High / 1M Low: 0.107 0.071
6M High / 6M Low: 0.107 0.024
High (YTD): 2024-06-07 0.107
Low (YTD): 2024-01-18 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.11%
Volatility 6M:   343.37%
Volatility 1Y:   -
Volatility 3Y:   -