Morgan Stanley Call 85 BG 21.06.2024
/ DE000MB7WEN6
Morgan Stanley Call 85 BG 21.06.2.../ DE000MB7WEN6 /
| 03/05/2024 18:58:48 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
85.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7WEN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
06/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.22 |
| Parity: |
1.02 |
| Time value: |
0.54 |
| Break-even: |
100.60 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.71 |
| Theta: |
-0.16 |
| Omega: |
4.36 |
| Rho: |
0.04 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.50 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.77% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-15.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.76 |
1.50 |
| 6M High / 6M Low: |
2.58 |
0.59 |
| High (YTD): |
22/04/2024 |
2.41 |
| Low (YTD): |
08/02/2024 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.28% |
| Volatility 6M: |
|
125.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
