Morgan Stanley Call 97.5 BG 21.06.2024
/ DE000MB7WET3
Morgan Stanley Call 97.5 BG 21.06.../ DE000MB7WET3 /
| 2024-05-27 12:58:43 PM |
Chg.+0.010 |
Bid2:02:45 PM |
Ask2:02:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
0.660
Bid Size: 2,000 |
0.710
Ask Size: 2,000 |
Bunge Global SA |
97.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
MB7WET |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 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: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.53 |
| Time value: |
0.17 |
| Break-even: |
96.89 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
10.13 |
| Rho: |
0.04 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-7.04% |
| 3 Months |
|
|
+78.38% |
| YTD |
|
|
-29.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.600 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 6M High / 6M Low: |
1.620 |
0.169 |
| High (YTD): |
2024-04-22 |
1.300 |
| Low (YTD): |
2024-02-08 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.79% |
| Volatility 6M: |
|
196.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
