Morgan Stanley Call 87.5 BG 21.06.2024
/ DE000MB7WEP1
Morgan Stanley Call 87.5 BG 21.06.../ DE000MB7WEP1 /
| 2024-05-09 6:05:58 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
87.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WEP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.23 |
| Parity: |
1.04 |
| Time value: |
0.67 |
| Break-even: |
104.60 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.71 |
| Theta: |
-0.13 |
| Omega: |
4.03 |
| Rho: |
0.06 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.67 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.01% |
| 1 Month |
|
|
-3.47% |
| 3 Months |
|
|
+173.77% |
| YTD |
|
|
+5.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.38 |
| 1M High / 1M Low: |
2.18 |
1.28 |
| 6M High / 6M Low: |
2.43 |
0.46 |
| High (YTD): |
2024-04-22 |
2.18 |
| Low (YTD): |
2024-02-08 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.52% |
| Volatility 6M: |
|
133.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
