Morgan Stanley Call 95 BG 21.06.2024
/ DE000MB7FDZ7
Morgan Stanley Call 95 BG 21.06.2.../ DE000MB7FDZ7 /
| 2024-05-31 6:06:30 PM |
Chg.- |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bunge Global SA |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7FDZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
0.74 |
| Break-even: |
103.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
5.84 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.57 |
| Theta: |
-0.29 |
| Omega: |
6.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
+138.24% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.810 |
| 1M High / 1M Low: |
0.810 |
0.580 |
| 6M High / 6M Low: |
0.830 |
0.182 |
| High (YTD): |
2024-04-22 |
0.830 |
| Low (YTD): |
2024-02-08 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.511 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.89% |
| Volatility 6M: |
|
141.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
