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Morgan Stanley Call 44 BAC 20.09..../  DE000ME1CR81  /

Stuttgart
2024-06-10  12:12:43 PM Chg.-0.006 Bid3:01:28 PM Ask3:01:28 PM Underlying Strike price Expiration date Option type
0.046EUR -11.54% 0.048
Bid Size: 15,000		 0.058
Ask Size: 15,000		 Bank of America Corp... 44.00 USD 2024-09-20 Call
 

Master data

WKN: ME1CR8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 44.00 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: 59.53
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.39
Time value: 0.06
Break-even: 41.44
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 19.23%
Delta: 0.25
Theta: -0.01
Omega: 14.70
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+6.98%
3 Months  
+9.52%
YTD  
+15.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.043
1M High / 1M Low: 0.053 0.027
6M High / 6M Low: 0.063 0.015
High (YTD): 2024-03-28 0.063
Low (YTD): 2024-01-18 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.49%
Volatility 6M:   362.75%
Volatility 1Y:   -
Volatility 3Y:   -