Morgan Stanley Call 105 BG 21.06.2024
/ DE000MB7WEW7
Morgan Stanley Call 105 BG 21.06..../ DE000MB7WEW7 /
2024-05-23 3:05:12 PM |
Chg.-0.020 |
Bid4:57:01 PM |
Ask4:57:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.189EUR |
-9.57% |
0.213 Bid Size: 40,000 |
0.226 Ask Size: 40,000 |
Bunge Global SA |
105.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
MB7WEW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 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: |
46.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.17 |
Time value: |
0.20 |
Break-even: |
99.04 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.01 |
Spread %: |
5.70% |
Delta: |
0.43 |
Theta: |
-0.05 |
Omega: |
20.05 |
Rho: |
0.03 |
Quote data
Open: |
0.187 |
High: |
0.189 |
Low: |
0.187 |
Previous Close: |
0.209 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.25% |
1 Month |
|
|
-74.11% |
3 Months |
|
|
-8.70% |
YTD |
|
|
-67.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.174 |
1M High / 1M Low: |
0.730 |
0.139 |
6M High / 6M Low: |
1.190 |
0.083 |
High (YTD): |
2024-04-19 |
0.750 |
Low (YTD): |
2024-02-08 |
0.083 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
449.29% |
Volatility 6M: |
|
254.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |