Morgan Stanley Call 4.1 RR/ 20.09.2024
/ DE000MG31UP8
Morgan Stanley Call 4.1 RR/ 20.09.../ DE000MG31UP8 /
| 6/14/2024 11:48:35 AM |
Chg.-0.030 |
Bid6/14/2024 |
Ask6/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 400,000 |
0.380
Ask Size: 400,000 |
Rolls-Royce Holdings... |
4.10 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
MG31UP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.10 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
0.70 |
| Time value: |
-0.29 |
| Break-even: |
5.28 |
| Moneyness: |
1.14 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
7,926.520 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
+42.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.410 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
43,529 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
131,614.545 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
