Morgan Stanley Call 95 BG 21.06.2024
/ DE000MB7WES5
Morgan Stanley Call 95 BG 21.06.2.../ DE000MB7WES5 /
| 2024-05-13 1:49:51 PM |
Chg.+0.130 |
Bid2:40:27 PM |
Ask2:40:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+13.83% |
1.080
Bid Size: 2,000 |
1.120
Ask Size: 2,000 |
Bunge Global SA |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WES |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.97 |
| Time value: |
0.12 |
| Break-even: |
99.11 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
7.63 |
| Rho: |
0.08 |
Quote data
| Open: |
1.060 |
| High: |
1.070 |
| Low: |
1.060 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.67% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
+256.67% |
| YTD |
|
|
-0.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.750 |
| 1M High / 1M Low: |
1.510 |
0.670 |
| 6M High / 6M Low: |
1.850 |
0.219 |
| High (YTD): |
2024-04-22 |
1.510 |
| Low (YTD): |
2024-02-08 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.29% |
| Volatility 6M: |
|
170.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
