Morgan Stanley Call 5.5 SBSW 20.12.2024
/ DE000ME6XMS5
Morgan Stanley Call 5.5 SBSW 20.1.../ DE000ME6XMS5 /
2024-05-21 1:56:31 PM |
Chg.-0.08 |
Bid3:27:25 PM |
Ask3:27:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.07EUR |
-6.96% |
1.12 Bid Size: 3,750 |
1.25 Ask Size: 3,750 |
Sibanye Stillwater |
5.50 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME6XMS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sibanye Stillwater |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-15 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.73 |
Historic volatility: |
0.54 |
Parity: |
0.17 |
Time value: |
1.10 |
Break-even: |
6.33 |
Moneyness: |
1.03 |
Premium: |
0.21 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.13 |
Spread %: |
11.40% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
2.67 |
Rho: |
0.01 |
Quote data
Open: |
1.07 |
High: |
1.07 |
Low: |
1.07 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.18% |
1 Month |
|
|
+13.83% |
3 Months |
|
|
+55.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.17 |
0.78 |
1M High / 1M Low: |
1.17 |
0.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |