Morgan Stanley Call 90 BG 20.12.2024
/ DE000ME7GTW5
Morgan Stanley Call 90 BG 20.12.2.../ DE000ME7GTW5 /
| 25/09/2024 18:47:20 |
Chg.- |
Bid10:12:34 |
Ask10:12:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
0.760
Bid Size: 5,000 |
0.820
Ask Size: 3,750 |
Bunge Global SA |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME7GTW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
24/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.43 |
| Time value: |
0.35 |
| Break-even: |
88.66 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
7.43 |
| Rho: |
0.12 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.780 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
-37.60% |
| 3 Months |
|
|
-60.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.780 |
| 1M High / 1M Low: |
1.350 |
0.780 |
| 6M High / 6M Low: |
2.530 |
0.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.78% |
| Volatility 6M: |
|
120.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
