Morgan Stanley Call 130 RCL 20.09.2024
/ DE000MG27C05
Morgan Stanley Call 130 RCL 20.09.../ DE000MG27C05 /
| 14/06/2024 12:48:37 |
Chg.+0.01 |
Bid15:32:24 |
Ask15:32:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+0.38% |
2.57
Bid Size: 25,000 |
2.60
Ask Size: 25,000 |
Royal Caribbean Grou... |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
MG27C0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
2.34 |
| Time value: |
0.45 |
| Break-even: |
148.97 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
4.29 |
| Rho: |
0.25 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.63 |
| 1M High / 1M Low: |
2.82 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
