Morgan Stanley Call 4 SBSW 20.12.2024
/ DE000ME8KM55
Morgan Stanley Call 4 SBSW 20.12..../ DE000ME8KM55 /
| 2024-05-21 6:16:18 PM |
Chg.-0.11 |
Bid7:52:03 PM |
Ask7:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-5.64% |
1.88
Bid Size: 80,000 |
1.98
Ask Size: 80,000 |
Sibanye Stillwater |
4.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME8KM5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.54 |
| Parity: |
1.56 |
| Time value: |
0.53 |
| Break-even: |
5.77 |
| Moneyness: |
1.42 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.12 |
| Spread %: |
6.09% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.05 |
| Rho: |
0.01 |
Quote data
| Open: |
1.91 |
| High: |
1.98 |
| Low: |
1.84 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.32% |
| 1 Month |
|
|
+12.20% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.48 |
| 1M High / 1M Low: |
2.02 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
