Morgan Stanley Call 0.95 AMS 20.09.2024
/ DE000MG0KH55
Morgan Stanley Call 0.95 AMS 20.0.../ DE000MG0KH55 /
| 6/3/2024 10:58:34 AM |
Chg.+0.050 |
Bid12:21:01 PM |
Ask12:21:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+8.47% |
0.660
Bid Size: 90,000 |
0.680
Ask Size: 90,000 |
ams-OSRAM |
0.95 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
MG0KH5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.95 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.92 |
| Parity: |
0.46 |
| Time value: |
0.18 |
| Break-even: |
1.61 |
| Moneyness: |
1.48 |
| Premium: |
0.12 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
1.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.630 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
