Morgan Stanley Call 92.5 BG 21.06.2024
/ DE000MB7WER7
Morgan Stanley Call 92.5 BG 21.06.../ DE000MB7WER7 /
| 2024-05-23 8:23:54 PM |
Chg.-0.03 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-2.75% |
1.06
Bid Size: 40,000 |
1.08
Ask Size: 40,000 |
Bunge Global SA |
92.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WER |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.98 |
| Time value: |
0.09 |
| Break-even: |
96.15 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
7.79 |
| Rho: |
0.06 |
Quote data
| Open: |
1.05 |
| High: |
1.06 |
| Low: |
1.05 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
-37.28% |
| 3 Months |
|
|
+60.61% |
| YTD |
|
|
-14.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.01 |
| 1M High / 1M Low: |
1.69 |
0.86 |
| 6M High / 6M Low: |
2.04 |
0.28 |
| High (YTD): |
2024-04-22 |
1.73 |
| Low (YTD): |
2024-02-08 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.59% |
| Volatility 6M: |
|
169.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
