Morgan Stanley Call 8 SBSW 20.12.2024
/ DE000ME63TJ1
Morgan Stanley Call 8 SBSW 20.12..../ DE000ME63TJ1 /
| 2024-05-21 10:06:32 AM |
Chg.-0.060 |
Bid5:06:04 PM |
Ask5:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-11.54% |
0.490
Bid Size: 80,000 |
0.620
Ask Size: 80,000 |
Sibanye Stillwater |
8.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME63TJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.54 |
| Parity: |
-2.13 |
| Time value: |
0.59 |
| Break-even: |
7.96 |
| Moneyness: |
0.71 |
| Premium: |
0.52 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.08 |
| Spread %: |
15.69% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
3.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
+6.98% |
| YTD |
|
|
-25.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.360 |
| 1M High / 1M Low: |
0.520 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
0.620 |
| Low (YTD): |
2024-05-02 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
