Morgan Stanley Call 5.5 SBSW 20.09.2024
/ DE000ME3J907
Morgan Stanley Call 5.5 SBSW 20.0.../ DE000ME3J907 /
2024-05-21 9:28:26 PM |
Chg.-0.060 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-6.67% |
- Bid Size: - |
- Ask Size: - |
Sibanye Stillwater |
5.50 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME3J90 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sibanye Stillwater |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.69 |
Historic volatility: |
0.54 |
Parity: |
0.17 |
Time value: |
0.77 |
Break-even: |
6.00 |
Moneyness: |
1.03 |
Premium: |
0.15 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.06 |
Spread %: |
6.82% |
Delta: |
0.62 |
Theta: |
0.00 |
Omega: |
3.48 |
Rho: |
0.01 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.810 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+15.07% |
3 Months |
|
|
+64.71% |
YTD |
|
|
-17.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.560 |
1M High / 1M Low: |
0.900 |
0.420 |
6M High / 6M Low: |
1.220 |
0.380 |
High (YTD): |
2024-04-09 |
1.050 |
Low (YTD): |
2024-03-05 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.689 |
Avg. volume 6M: |
|
4.065 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.81% |
Volatility 6M: |
|
191.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |