Morgan Stanley Call 5.5 SBSW 20.09.2024
/ DE000ME3J907
Morgan Stanley Call 5.5 SBSW 20.0.../ DE000ME3J907 /
| 2024-05-20 8:17:48 PM |
Chg.- |
Bid4:49:00 PM |
Ask4:49:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
- |
0.880
Bid Size: 80,000 |
0.930
Ask Size: 80,000 |
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: |
0.910 |
| High: |
0.910 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.71% |
| 1 Month |
|
|
+23.29% |
| 3 Months |
|
|
+76.47% |
| YTD |
|
|
-11.76% |
| 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: |
|
- |
