Morgan Stanley Call 130 RCL 20.09.2024
/ DE000MG27C05
Morgan Stanley Call 130 RCL 20.09.../ DE000MG27C05 /
| 6/13/2024 6:16:05 PM |
Chg.-0.16 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
-5.73% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
130.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.54 |
| Time value: |
0.40 |
| Break-even: |
149.63 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
4.19 |
| Rho: |
0.25 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.63 |
| Previous Close: |
2.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+47.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.64 |
| 1M High / 1M Low: |
2.82 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
