Morgan Stanley Call 4 SBSW 20.12.2024
/ DE000ME8KM55
Morgan Stanley Call 4 SBSW 20.12..../ DE000ME8KM55 /
| 03/06/2024 18:13:35 |
Chg.+0.03 |
Bid19:12:18 |
Ask19:12:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+2.08% |
1.43
Bid Size: 35,000 |
1.55
Ask Size: 35,000 |
Sibanye Stillwater |
4.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME8KM5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.54 |
| Parity: |
0.99 |
| Time value: |
0.58 |
| Break-even: |
5.26 |
| Moneyness: |
1.27 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.12 |
| Spread %: |
8.28% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.29 |
| Rho: |
0.01 |
Quote data
| Open: |
1.43 |
| High: |
1.47 |
| Low: |
1.43 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+20.49% |
| 3 Months |
|
|
+32.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.43 |
| 1M High / 1M Low: |
2.02 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
