Morgan Stanley Call 8 SBSW 20.09..../  DE000ME1GEA6  /

Stuttgart
2024-05-21  8:53:26 AM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 8.00 USD 2024-09-20 Call
 

Master data

WKN: ME1GEA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 8.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-20
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: 0.000
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): 2024-01-02 0.480
Low (YTD): 2024-05-02 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:   -