Morgan Stanley Call 6 SBSW 20.09.2024
/ DE000ME2MMZ2
Morgan Stanley Call 6 SBSW 20.09..../ DE000ME2MMZ2 /
| 6/3/2024 11:03:35 AM |
Chg.0.000 |
Bid1:22:49 PM |
Ask1:22:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 3,750 |
0.450
Ask Size: 3,750 |
Sibanye Stillwater |
6.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2MMZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
-0.86 |
| Time value: |
0.45 |
| Break-even: |
5.98 |
| Moneyness: |
0.85 |
| Premium: |
0.28 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
4.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
+11.43% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
-53.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.380 |
| 1M High / 1M Low: |
0.700 |
0.330 |
| 6M High / 6M Low: |
1.060 |
0.320 |
| High (YTD): |
4/9/2024 |
0.850 |
| Low (YTD): |
5/2/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.10% |
| Volatility 6M: |
|
199.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
