Morgan Stanley Call 0.9 AMS 20.12.2024
/ DE000MG0KH30
Morgan Stanley Call 0.9 AMS 20.12.../ DE000MG0KH30 /
| 2024-06-14 11:02:03 AM |
Chg.0.000 |
Bid11:07:15 AM |
Ask11:07:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.600
Bid Size: 100,000 |
0.620
Ask Size: 100,000 |
ams-OSRAM |
0.90 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
MG0KH3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.90 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.92 |
| Parity: |
0.41 |
| Time value: |
0.22 |
| Break-even: |
1.57 |
| Moneyness: |
1.44 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
1.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
-6.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.610 |
| 1M High / 1M Low: |
0.760 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
