Morgan Stanley Call 120 BG 20.12.2024
/ DE000ME63SS4
Morgan Stanley Call 120 BG 20.12..../ DE000ME63SS4 /
| 2024-05-23 4:13:47 PM |
Chg.+0.010 |
Bid6:36:03 PM |
Ask6:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 40,000 |
0.310
Ask Size: 40,000 |
Bunge Global SA |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME63SS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-1.56 |
| Time value: |
0.29 |
| Break-even: |
113.75 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
9.24 |
| Rho: |
0.14 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-51.72% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.230 |
| 1M High / 1M Low: |
0.580 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
0.620 |
| Low (YTD): |
2024-02-08 |
0.129 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
