Morgan Stanley Call 8 SBSW 20.12..../  DE000ME63TJ1  /

Stuttgart
6/14/2024  8:47:29 PM Chg.+0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 8.00 USD 12/20/2024 Call
 

Master data

WKN: ME63TJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 8.00 USD
Maturity: 12/20/2024
Issue date: 12/29/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 14.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.56
Parity: -3.38
Time value: 0.29
Break-even: 7.74
Moneyness: 0.55
Premium: 0.90
Premium p.a.: 2.46
Spread abs.: 0.06
Spread %: 26.09%
Delta: 0.26
Theta: 0.00
Omega: 3.59
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -40.91%
3 Months
  -43.48%
YTD
  -58.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.520 0.240
6M High / 6M Low: - -
High (YTD): 4/9/2024 0.620
Low (YTD): 6/13/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -