Morgan Stanley Call 92.5 BG 21.06.2024
/ DE000MB7WER7
Morgan Stanley Call 92.5 BG 21.06.../ DE000MB7WER7 /
| 2024-05-31 8:54:17 PM |
Chg.- |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
92.50 - |
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 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.23 |
| Parity: |
0.39 |
| Time value: |
1.09 |
| Break-even: |
107.30 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
15.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.62 |
| Theta: |
-0.45 |
| Omega: |
4.02 |
| Rho: |
0.02 |
Quote data
| Open: |
1.26 |
| High: |
1.43 |
| Low: |
1.26 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.44% |
| 3 Months |
|
|
+164.81% |
| YTD |
|
|
+15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.43 |
| 1M High / 1M Low: |
1.43 |
0.89 |
| 6M High / 6M Low: |
1.73 |
0.28 |
| High (YTD): |
2024-04-22 |
1.73 |
| Low (YTD): |
2024-02-08 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.13% |
| Volatility 6M: |
|
172.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
