Morgan Stanley Call 5 SBSW 20.12.2024
/ DE000ME6VDF5
Morgan Stanley Call 5 SBSW 20.12..../ DE000ME6VDF5 /
| 03/06/2024 11:51:30 |
Chg.-0.050 |
Bid13:17:40 |
Ask13:17:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
0.930
Bid Size: 3,750 |
1.040
Ask Size: 3,750 |
Sibanye Stillwater |
5.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME6VDF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
0.06 |
| Time value: |
0.99 |
| Break-even: |
5.66 |
| Moneyness: |
1.01 |
| Premium: |
0.21 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.10 |
| Spread %: |
10.53% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.98% |
| 1 Month |
|
|
+12.82% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.930 |
| 1M High / 1M Low: |
1.390 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
