Morgan Stanley Call 5 SBSW 21.06.2024
/ DE000ME432Y6
Morgan Stanley Call 5 SBSW 21.06..../ DE000ME432Y6 /
| 2024-05-21 10:15:30 AM |
Chg.-0.130 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-15.85% |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
5.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
ME432Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.54 |
| Parity: |
0.64 |
| Time value: |
0.23 |
| Break-even: |
5.47 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.06 |
| Spread %: |
7.41% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.50% |
| 1 Month |
|
|
+11.29% |
| 3 Months |
|
|
+64.29% |
| YTD |
|
|
-33.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.400 |
| 1M High / 1M Low: |
0.830 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.000 |
| Low (YTD): |
2024-05-02 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
