Morgan Stanley Call 100 BG 20.09.2024
/ DE000ME1JMW7
Morgan Stanley Call 100 BG 20.09..../ DE000ME1JMW7 /
| 2024-05-28 9:26:32 AM |
Chg.+0.010 |
Bid7:02:06 PM |
Ask7:02:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
0.550
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1JMW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
18.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.22 |
| Parity: |
0.28 |
| Time value: |
0.24 |
| Break-even: |
97.27 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
13.21 |
| Rho: |
0.20 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
+56.25% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.580 |
0.410 |
| 6M High / 6M Low: |
0.660 |
0.184 |
| High (YTD): |
2024-04-23 |
0.660 |
| Low (YTD): |
2024-02-08 |
0.184 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.81% |
| Volatility 6M: |
|
123.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
