Morgan Stanley Call 0.95 AMS 20.12.2024
/ DE000MG0KH48
Morgan Stanley Call 0.95 AMS 20.1.../ DE000MG0KH48 /
| 2024-06-13 5:03:02 PM |
Chg.- |
Bid10:03:36 AM |
Ask10:03:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.560
Bid Size: 100,000 |
0.580
Ask Size: 100,000 |
ams-OSRAM |
0.95 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
MG0KH4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.95 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: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.92 |
| Parity: |
0.36 |
| Time value: |
0.24 |
| Break-even: |
1.59 |
| Moneyness: |
1.36 |
| Premium: |
0.18 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
1.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.580 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.580 |
| 1M High / 1M Low: |
0.720 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
