Morgan Stanley Call 95 BG 21.06.2024
/ DE000MB7WES5
Morgan Stanley Call 95 BG 21.06.2.../ DE000MB7WES5 /
| 2024-05-27 2:31:48 PM |
Chg.0.000 |
Bid2:35:11 PM |
Ask2:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.860
Bid Size: 2,000 |
0.910
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: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.76 |
| Time value: |
0.15 |
| Break-even: |
96.69 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
8.31 |
| Rho: |
0.05 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.75% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.800 |
| 1M High / 1M Low: |
1.110 |
0.670 |
| 6M High / 6M Low: |
1.800 |
0.219 |
| High (YTD): |
2024-04-22 |
1.510 |
| Low (YTD): |
2024-02-08 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.77% |
| Volatility 6M: |
|
184.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
