Morgan Stanley Call 92.5 BG 21.06.2024
/ DE000MB7WER7
Morgan Stanley Call 92.5 BG 21.06.../ DE000MB7WER7 /
| 2024-05-13 1:49:51 PM |
Chg.+0.13 |
Bid3:02:39 PM |
Ask3:02:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+11.21% |
1.30
Bid Size: 2,000 |
1.35
Ask Size: 2,000 |
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: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.20 |
| Time value: |
0.11 |
| Break-even: |
98.98 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
6.55 |
| Rho: |
0.08 |
Quote data
| Open: |
1.28 |
| High: |
1.29 |
| Low: |
1.28 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.79% |
| 1 Month |
|
|
-1.53% |
| 3 Months |
|
|
+239.47% |
| YTD |
|
|
+4.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.95 |
| 1M High / 1M Low: |
1.73 |
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: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.49% |
| Volatility 6M: |
|
158.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
