Morgan Stanley Call 5.5 SBSW 20.12.2024
/ DE000ME6XMS5
Morgan Stanley Call 5.5 SBSW 20.1.../ DE000ME6XMS5 /
| 2024-05-21 6:12:13 PM |
Chg.-0.10 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-8.70% |
1.05
Bid Size: 80,000 |
1.14
Ask Size: 80,000 |
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: |
1.16 |
| Low: |
1.05 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.62% |
| 1 Month |
|
|
+11.70% |
| 3 Months |
|
|
+52.17% |
| 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: |
|
- |
