Morgan Stanley Call 5.5 SBSW 21.06.2024
/ DE000ME2QS91
Morgan Stanley Call 5.5 SBSW 21.0.../ DE000ME2QS91 /
| 2024-05-20 6:32:53 PM |
Chg.- |
Bid1:26:05 PM |
Ask1:26:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.420
Bid Size: 3,750 |
0.480
Ask Size: 3,750 |
Sibanye Stillwater |
5.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME2QS9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.54 |
| Parity: |
0.17 |
| Time value: |
0.39 |
| Break-even: |
5.62 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.50% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
-37.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.240 |
| 1M High / 1M Low: |
0.540 |
0.160 |
| 6M High / 6M Low: |
1.020 |
0.160 |
| High (YTD): |
2024-01-02 |
0.800 |
| Low (YTD): |
2024-05-03 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.43% |
| Volatility 6M: |
|
261.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
