Morgan Stanley Call 130 RCL 20.12.2024
/ DE000MG27C21
Morgan Stanley Call 130 RCL 20.12.../ DE000MG27C21 /
| 13/06/2024 18:16:05 |
Chg.-0.15 |
Bid21:25:23 |
Ask21:25:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-4.69% |
3.14
Bid Size: 25,000 |
3.17
Ask Size: 25,000 |
Royal Caribbean Grou... |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG27C2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.54 |
| Time value: |
0.80 |
| Break-even: |
153.63 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.49 |
| Rho: |
0.43 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.05 |
| Previous Close: |
3.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.29% |
| 1 Month |
|
|
+36.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
3.07 |
| 1M High / 1M Low: |
3.23 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
