Morgan Stanley Call 7 SBSW 20.12..../  DE000ME63TH5  /

Stuttgart
2024-05-21  9:24:13 PM Chg.+0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.740EUR +7.25% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 7.00 USD 2024-12-20 Call
 

Master data

WKN: ME63TH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 7.00 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: 6.72
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.54
Parity: -1.21
Time value: 0.78
Break-even: 7.23
Moneyness: 0.81
Premium: 0.38
Premium p.a.: 0.73
Spread abs.: 0.10
Spread %: 14.71%
Delta: 0.47
Theta: 0.00
Omega: 3.19
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.740
Low: 0.620
Previous Close: 0.690
Turnover: 10,290
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.45%
1 Month  
+27.59%
3 Months  
+48.00%
YTD
  -5.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.470
1M High / 1M Low: 0.690 0.380
6M High / 6M Low: - -
High (YTD): 2024-04-09 0.800
Low (YTD): 2024-05-08 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.486
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -