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 |
Bid6:11:26 PM |
Ask6:11:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+13.83% |
1.120 Bid Size: 40,000 |
1.140 Ask Size: 40,000 |
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: |
|
- |