Morgan Stanley Call 90 BG 21.06.2024
/ DE000MB7WEQ9
Morgan Stanley Call 90 BG 21.06.2.../ DE000MB7WEQ9 /
| 2024-05-09 6:05:58 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WEQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-05-10 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.23 |
| Parity: |
0.79 |
| Time value: |
0.69 |
| Break-even: |
104.80 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.68 |
| Theta: |
-0.13 |
| Omega: |
4.47 |
| Rho: |
0.05 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
-4.64% |
| 3 Months |
|
|
+193.88% |
| YTD |
|
|
+2.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.16 |
| 1M High / 1M Low: |
1.96 |
1.06 |
| 6M High / 6M Low: |
2.23 |
0.36 |
| High (YTD): |
2024-04-22 |
1.96 |
| Low (YTD): |
2024-02-08 |
0.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.85% |
| Volatility 6M: |
|
143.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
