Morgan Stanley Call 6 SBSW 20.12.2024
/ DE000ME63TG7
Morgan Stanley Call 6 SBSW 20.12..../ DE000ME63TG7 /
| 14/06/2024 20:47:28 |
Chg.+0.050 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
6.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME63TG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.56 |
| Parity: |
-1.52 |
| Time value: |
0.48 |
| Break-even: |
6.07 |
| Moneyness: |
0.73 |
| Premium: |
0.49 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.08 |
| Spread %: |
20.00% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
3.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.450 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-34.78% |
| YTD |
|
|
-55.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.960 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/04/2024 |
1.060 |
| Low (YTD): |
13/06/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
