Morgan Stanley Call 95 BG 20.09.2024
/ DE000ME6TE58
Morgan Stanley Call 95 BG 20.09.2.../ DE000ME6TE58 /
| 20/06/2024 17:00:58 |
Chg.+0.160 |
Bid18:35:10 |
Ask18:35:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+16.33% |
1.060
Bid Size: 40,000 |
1.100
Ask Size: 40,000 |
Bunge Global SA |
95.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME6TE5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.67 |
| Time value: |
0.37 |
| Break-even: |
98.80 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
6.62 |
| Rho: |
0.15 |
Quote data
| Open: |
1.000 |
| High: |
1.140 |
| Low: |
1.000 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.79% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.980 |
| 1M High / 1M Low: |
1.440 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
