Morgan Stanley Call 4.2 RR/ 20.12.2024
/ DE000MG31W05
Morgan Stanley Call 4.2 RR/ 20.12.../ DE000MG31W05 /
2024-06-14 11:48:38 AM |
Chg.-0.030 |
Bid4:59:54 PM |
Ask4:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-6.67% |
0.420 Bid Size: 100,000 |
0.430 Ask Size: 100,000 |
Rolls-Royce Holdings... |
4.20 GBP |
2024-12-20 |
Call |
Master data
WKN: |
MG31W0 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.20 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.58 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
0.58 |
Time value: |
-0.13 |
Break-even: |
5.44 |
Moneyness: |
1.12 |
Premium: |
-0.02 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.44% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.410 |
1M High / 1M Low: |
0.450 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.432 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.385 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |