Morgan Stanley Call 5.5 SBSW 20.09.2024
/ DE000ME3J907
Morgan Stanley Call 5.5 SBSW 20.0.../ DE000ME3J907 /
| 14/06/2024 18:52:07 |
Chg.+0.040 |
Bid19:00:41 |
Ask19:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+14.29% |
0.320
Bid Size: 40,000 |
0.370
Ask Size: 40,000 |
Sibanye Stillwater |
5.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME3J90 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.56 |
| Parity: |
-1.05 |
| Time value: |
0.32 |
| Break-even: |
5.44 |
| Moneyness: |
0.79 |
| Premium: |
0.34 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
4.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.270 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-44.83% |
| YTD |
|
|
-68.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.900 |
0.280 |
| 6M High / 6M Low: |
1.220 |
0.280 |
| High (YTD): |
09/04/2024 |
1.050 |
| Low (YTD): |
13/06/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
4.032 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.44% |
| Volatility 6M: |
|
184.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
