Morgan Stanley Call 95 BG 21.06.2024
/ DE000MB7WES5
Morgan Stanley Call 95 BG 21.06.2.../ DE000MB7WES5 /
| 2024-05-23 3:05:12 PM |
Chg.-0.030 |
Bid6:15:24 PM |
Ask6:15:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
0.880
Bid Size: 40,000 |
0.900
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: |
11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.11 |
| Break-even: |
96.36 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
9.21 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
+58.49% |
| YTD |
|
|
-22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
1.480 |
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: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.08% |
| Volatility 6M: |
|
184.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
