Morgan Stanley Call 5 SBSW 20.12.2024
/ DE000ME6VDF5
Morgan Stanley Call 5 SBSW 20.12..../ DE000ME6VDF5 /
| 13/06/2024 17:48:54 |
Chg.- |
Bid10:36:46 |
Ask10:36:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
5.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6VDF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.56 |
| Parity: |
-0.59 |
| Time value: |
0.70 |
| Break-even: |
5.36 |
| Moneyness: |
0.87 |
| Premium: |
0.32 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.11 |
| Spread %: |
18.64% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
3.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.580 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-39.58% |
| 3 Months |
|
|
-37.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
1.390 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
