Morgan Stanley Call 100 BG 21.06.2024
/ DE000MB78584
Morgan Stanley Call 100 BG 21.06..../ DE000MB78584 /
2024-05-10 9:28:09 PM |
Chg.- |
Bid8:00:22 AM |
Ask8:00:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
- |
0.550 Bid Size: 2,000 |
0.580 Ask Size: 2,000 |
Bunge Global SA |
100.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
MB7858 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-09 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.15 |
Historic volatility: |
0.23 |
Parity: |
0.50 |
Time value: |
0.07 |
Break-even: |
98.55 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
15.05 |
Rho: |
0.09 |
Quote data
Open: |
0.510 |
High: |
0.540 |
Low: |
0.470 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.95% |
1 Month |
|
|
+3.85% |
3 Months |
|
|
+213.95% |
YTD |
|
|
+25.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.370 |
1M High / 1M Low: |
0.700 |
0.340 |
6M High / 6M Low: |
0.700 |
0.118 |
High (YTD): |
2024-04-22 |
0.700 |
Low (YTD): |
2024-02-08 |
0.118 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.486 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.63% |
Volatility 6M: |
|
151.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |