Morgan Stanley Call 85 BG 21.06.2024
/ DE000MB7WEN6
Morgan Stanley Call 85 BG 21.06.2.../ DE000MB7WEN6 /
2024-05-03 6:58:48 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.50EUR |
- |
- Bid Size: - |
- Ask Size: - |
Bunge Global SA |
85.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB7WEN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-05-06 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.59 |
Historic volatility: |
0.23 |
Parity: |
1.29 |
Time value: |
0.27 |
Break-even: |
100.60 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
0.80 |
Theta: |
-0.07 |
Omega: |
5.01 |
Rho: |
0.07 |
Quote data
Open: |
1.62 |
High: |
1.62 |
Low: |
1.50 |
Previous Close: |
1.61 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-22.68% |
3 Months |
|
|
+76.47% |
YTD |
|
|
-15.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.41 |
1.50 |
6M High / 6M Low: |
2.63 |
0.59 |
High (YTD): |
2024-04-22 |
2.41 |
Low (YTD): |
2024-02-08 |
0.59 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.39% |
Volatility 6M: |
|
120.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |