Morgan Stanley Call 5.5 BSD2 20.12.2024
/ DE000ME89B29
Morgan Stanley Call 5.5 BSD2 20.1.../ DE000ME89B29 /
9/26/2024 8:15:57 PM |
Chg.+0.008 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.075EUR |
+11.94% |
- Bid Size: - |
- Ask Size: - |
BCO SANTANDER N.EO0,... |
5.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
ME89B2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/6/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
61.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-0.98 |
Time value: |
0.07 |
Break-even: |
5.57 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.01 |
Spread %: |
8.96% |
Delta: |
0.18 |
Theta: |
0.00 |
Omega: |
10.92 |
Rho: |
0.00 |
Quote data
Open: |
0.071 |
High: |
0.075 |
Low: |
0.071 |
Previous Close: |
0.067 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.60% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-18.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.067 |
1M High / 1M Low: |
0.077 |
0.055 |
6M High / 6M Low: |
0.234 |
0.048 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.118 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.18% |
Volatility 6M: |
|
136.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |