Morgan Stanley Call 8 SBSW 20.09.2024
/ DE000ME1GEA6
Morgan Stanley Call 8 SBSW 20.09..../ DE000ME1GEA6 /
| 21/05/2024 08:53:26 |
Chg.-0.020 |
Bid13:31:50 |
Ask13:31:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-6.67% |
0.270
Bid Size: 3,750 |
0.320
Ask Size: 3,750 |
Sibanye Stillwater |
8.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1GEA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.54 |
| Parity: |
-2.13 |
| Time value: |
0.34 |
| Break-even: |
7.71 |
| Moneyness: |
0.71 |
| Premium: |
0.47 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.05 |
| Spread %: |
17.24% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
4.52 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.13% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.197 |
| 1M High / 1M Low: |
0.300 |
0.166 |
| 6M High / 6M Low: |
0.600 |
0.166 |
| High (YTD): |
02/01/2024 |
0.480 |
| Low (YTD): |
02/05/2024 |
0.166 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.01% |
| Volatility 6M: |
|
164.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
