Morgan Stanley Call 17 AOMD 20.09.2024
/ DE000MG0FV13
Morgan Stanley Call 17 AOMD 20.09.../ DE000MG0FV13 /
2024-05-27 8:52:29 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.24EUR |
- |
- Bid Size: - |
- Ask Size: - |
ALSTOM S.A. INH. ... |
17.00 - |
2024-09-20 |
Call |
Master data
WKN: |
MG0FV1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ALSTOM S.A. INH. EO 7 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-05-28 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
0.30 |
Implied volatility: |
1.02 |
Historic volatility: |
0.55 |
Parity: |
0.30 |
Time value: |
3.66 |
Break-even: |
20.96 |
Moneyness: |
1.02 |
Premium: |
0.21 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.29 |
Spread %: |
7.90% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
2.75 |
Rho: |
0.02 |
Quote data
Open: |
3.23 |
High: |
3.66 |
Low: |
3.23 |
Previous Close: |
3.16 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+118.92% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.24 |
1.56 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |