Morgan Stanley Call 20 NCLH 20.09.2024
/ DE000MG02YW7
Morgan Stanley Call 20 NCLH 20.09.../ DE000MG02YW7 /
| 2024-06-14 2:01:42 PM |
Chg.-0.090 |
Bid4:32:24 PM |
Ask4:32:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-11.11% |
0.480
Bid Size: 25,000 |
0.530
Ask Size: 25,000 |
Norwegian Cruise Lin... |
20.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG02YW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
-1.96 |
| Time value: |
0.84 |
| Break-even: |
19.47 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.720 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-69.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
1.130 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
