Morgan Stanley Call 85 BG 20.12.2.../  DE000ME84719  /

Stuttgart
2024-06-20  9:04:11 PM Chg.+0.14 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.08EUR +7.22% -
Bid Size: -
-
Ask Size: -
Bunge Global SA 85.00 USD 2024-12-20 Call
 

Master data

WKN: ME8471
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.60
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 1.60
Time value: 0.39
Break-even: 98.99
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.05%
Delta: 0.83
Theta: -0.02
Omega: 3.96
Rho: 0.30
 

Quote data

Open: 1.95
High: 2.08
Low: 1.95
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.33%
3 Months  
+13.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.94
1M High / 1M Low: 2.40 1.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -