Morgan Stanley Call 5.5 SBSW 20.12.2024
/ DE000ME6XMS5
Morgan Stanley Call 5.5 SBSW 20.1.../ DE000ME6XMS5 /
| 03/06/2024 12:19:48 |
Chg.-0.010 |
Bid16:11:48 |
Ask16:11:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.740
Bid Size: 35,000 |
0.870
Ask Size: 35,000 |
Sibanye Stillwater |
5.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6XMS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
-0.40 |
| Time value: |
0.87 |
| Break-even: |
5.94 |
| Moneyness: |
0.92 |
| Premium: |
0.27 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.10 |
| Spread %: |
12.99% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
3.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
+17.19% |
| 3 Months |
|
|
+13.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.750 |
| 1M High / 1M Low: |
1.170 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
