Morgan Stanley Call 6 SBSW 20.12.2024
/ DE000ME63TG7
Morgan Stanley Call 6 SBSW 20.12..../ DE000ME63TG7 /
| 2024-05-21 10:06:32 AM |
Chg.-0.100 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
-0.29 |
| Time value: |
1.08 |
| Break-even: |
6.60 |
| Moneyness: |
0.95 |
| Premium: |
0.26 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.13 |
| Spread %: |
13.68% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.31% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
+40.98% |
| YTD |
|
|
-15.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.650 |
| 1M High / 1M Low: |
0.960 |
0.520 |
| 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: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
