Morgan Stanley Call 45 BAC 20.06.2025
/ DE000ME82AB8
Morgan Stanley Call 45 BAC 20.06..../ DE000ME82AB8 /
| 2024-06-11 3:16:48 PM |
Chg.-0.013 |
Bid6:20:40 PM |
Ask6:20:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.209EUR |
-5.86% |
0.182
Bid Size: 500,000 |
0.192
Ask Size: 500,000 |
Bank of America Corp... |
45.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME82AB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.50 |
| Time value: |
0.23 |
| Break-even: |
44.09 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
4.59% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
6.55 |
| Rho: |
0.13 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.209 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.79% |
| 1 Month |
|
|
+7.73% |
| 3 Months |
|
|
+43.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.222 |
0.204 |
| 1M High / 1M Low: |
0.222 |
0.183 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
