Morgan Stanley Call 11 BILI 21.06.2024
/ DE000ME63NZ0
Morgan Stanley Call 11 BILI 21.06.../ DE000ME63NZ0 /
| 2024-05-03 4:32:19 PM |
Chg.0.000 |
Bid4:48:02 PM |
Ask4:48:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.370
Bid Size: 350,000 |
0.390
Ask Size: 350,000 |
Bilibili Inc |
11.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME63NZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.58 |
| Parity: |
0.35 |
| Time value: |
0.04 |
| Break-even: |
14.15 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.00% |
| 1 Month |
|
|
+158.50% |
| 3 Months |
|
|
+369.14% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.224 |
| 1M High / 1M Low: |
0.380 |
0.117 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.380 |
| Low (YTD): |
2024-02-02 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.281 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
