Morgan Stanley Call 105 BG 20.09.2024
/ DE000ME6KKG1
Morgan Stanley Call 105 BG 20.09..../ DE000ME6KKG1 /
| 2024-05-28 10:08:48 AM |
Chg.0.000 |
Bid4:58:28 PM |
Ask4:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.620
Bid Size: 40,000 |
0.660
Ask Size: 40,000 |
Bunge Global SA |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME6KKG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.18 |
| Time value: |
0.58 |
| Break-even: |
102.47 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
11.54% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
8.44 |
| Rho: |
0.14 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
-11.86% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.730 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.527 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
