Morgan Stanley Call 100 BG 21.06.2024
/ DE000MB7WEU1
Morgan Stanley Call 100 BG 21.06..../ DE000MB7WEU1 /
| 2024-05-13 6:52:36 PM |
Chg.+0.130 |
Bid8:37:46 PM |
Ask8:37:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+23.64% |
0.730
Bid Size: 40,000 |
0.760
Ask Size: 40,000 |
Bunge Global SA |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WEU |
| 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: |
2023-06-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.50 |
| Time value: |
0.18 |
| Break-even: |
99.65 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
10.77 |
| Rho: |
0.07 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.85% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
+254.17% |
| YTD |
|
|
-15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.410 |
| 1M High / 1M Low: |
1.100 |
0.350 |
| 6M High / 6M Low: |
1.500 |
0.131 |
| High (YTD): |
2024-04-22 |
1.100 |
| Low (YTD): |
2024-02-08 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
322.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.72% |
| Volatility 6M: |
|
190.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
