Morgan Stanley Call 8 SBSW 20.12.2024
/ DE000ME63TJ1
Morgan Stanley Call 8 SBSW 20.12..../ DE000ME63TJ1 /
| 2024-06-03 4:16:05 PM |
Chg.-0.020 |
Bid7:17:22 PM |
Ask7:17:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.340
Bid Size: 35,000 |
0.410
Ask Size: 35,000 |
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: |
11.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.54 |
| Parity: |
-2.70 |
| Time value: |
0.39 |
| Break-even: |
7.76 |
| Moneyness: |
0.63 |
| Premium: |
0.66 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
+10.34% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 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: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
