Morgan Stanley Call 7 SBSW 20.12.2024
/ DE000ME63TH5
Morgan Stanley Call 7 SBSW 20.12..../ DE000ME63TH5 /
| 18/06/2024 10:05:18 |
Chg.+0.020 |
Bid12:31:35 |
Ask12:31:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
0.330
Bid Size: 3,750 |
0.410
Ask Size: 3,750 |
Sibanye Stillwater |
7.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME63TH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 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: |
11.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.56 |
| Parity: |
-2.34 |
| Time value: |
0.38 |
| Break-even: |
6.90 |
| Moneyness: |
0.64 |
| Premium: |
0.65 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.07 |
| Spread %: |
22.58% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
3.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-52.94% |
| 3 Months |
|
|
-25.58% |
| YTD |
|
|
-58.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
0.740 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/04/2024 |
0.800 |
| Low (YTD): |
17/06/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
666.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
