Morgan Stanley Call 42 BAC 20.12.2024
/ DE000ME5MD40
Morgan Stanley Call 42 BAC 20.12..../ DE000ME5MD40 /
| 2024-06-10 4:57:52 PM |
Chg.-0.040 |
Bid4:57:52 PM |
Ask4:57:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
0.780
Bid Size: 50,000 |
0.790
Ask Size: 50,000 |
Bank of America Corp... |
42.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5MD4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
44.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.21 |
| Parity: |
-2.06 |
| Time value: |
0.83 |
| Break-even: |
39.80 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
16.49 |
| Rho: |
0.07 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.780 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
+9.86% |
| 3 Months |
|
|
+47.17% |
| YTD |
|
|
+105.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.760 |
| 1M High / 1M Low: |
0.820 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-07 |
0.820 |
| Low (YTD): |
2024-01-16 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
