Morgan Stanley Call 160 YUM 20.12.../  DE000MG4DHU6  /

Stuttgart
6/7/2024  5:57:53 PM Chg.-0.004 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.166EUR -2.35% -
Bid Size: -
-
Ask Size: -
Yum Brands Inc 160.00 USD 12/20/2024 Call
 

Master data

WKN: MG4DHU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 5/17/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 74.47
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.14
Parity: -1.85
Time value: 0.17
Break-even: 149.87
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 10.83%
Delta: 0.20
Theta: -0.01
Omega: 14.98
Rho: 0.13
 

Quote data

Open: 0.161
High: 0.166
Low: 0.161
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.70%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -