Morgan Stanley Call 37 RBLX 20.12.2024
/ DE000MG036Y3
Morgan Stanley Call 37 RBLX 20.12.../ DE000MG036Y3 /
| 20/09/2024 18:33:02 |
Chg.-0.060 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
Roblox Corporation |
37.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG036Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roblox Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.41 |
| Parity: |
0.81 |
| Time value: |
0.17 |
| Break-even: |
42.94 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.06 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.08% |
| 1 Month |
|
|
+16.05% |
| 3 Months |
|
|
+104.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.910 |
| 1M High / 1M Low: |
1.040 |
0.730 |
| 6M High / 6M Low: |
1.040 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.51% |
| Volatility 6M: |
|
159.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
