Morgan Stanley Call 6 SBSW 20.12.2024
/ DE000ME63TG7
Morgan Stanley Call 6 SBSW 20.12..../ DE000ME63TG7 /
| 2024-06-03 10:01:32 AM |
Chg.-0.030 |
Bid12:42:05 PM |
Ask12:42:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-4.76% |
0.620
Bid Size: 3,750 |
0.710
Ask Size: 3,750 |
Sibanye Stillwater |
6.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME63TG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.54 |
| Parity: |
-0.86 |
| Time value: |
0.72 |
| Break-even: |
6.25 |
| Moneyness: |
0.85 |
| Premium: |
0.34 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.09 |
| Spread %: |
14.29% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
3.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.49% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
-41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
0.960 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
1.060 |
| Low (YTD): |
2024-03-05 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
