Morgan Stanley Call 4.6 RR/ 20.12.2024
/ DE000MG326W2
Morgan Stanley Call 4.6 RR/ 20.12.../ DE000MG326W2 /
| 2024-06-17 4:50:44 PM |
Chg.- |
Bid9:03:53 AM |
Ask9:03:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.820
Bid Size: 100,000 |
0.830
Ask Size: 100,000 |
Rolls-Royce Holdings... |
4.60 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
MG326W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
-0.02 |
| Time value: |
0.79 |
| Break-even: |
6.24 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
4.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
+35.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.770 |
| 1M High / 1M Low: |
0.870 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
