Morgan Stanley Call 85 BG 20.09.2024
/ DE000ME84701
Morgan Stanley Call 85 BG 20.09.2.../ DE000ME84701 /
| 21/06/2024 16:06:56 |
Chg.+0.09 |
Bid19:45:16 |
Ask19:45:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+4.66% |
2.01
Bid Size: 40,000 |
2.04
Ask Size: 40,000 |
Bunge Global SA |
85.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME8470 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
1.70 |
| Time value: |
0.25 |
| Break-even: |
98.90 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.56% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.21 |
| Rho: |
0.16 |
Quote data
| Open: |
1.89 |
| High: |
2.02 |
| Low: |
1.89 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.02% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
+10.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.77 |
| 1M High / 1M Low: |
2.28 |
1.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
