Morgan Stanley Call 5.3 RR/ 20.09.2024
/ DE000MG31V14
Morgan Stanley Call 5.3 RR/ 20.09.../ DE000MG31V14 /
| 2024-06-13 11:47:21 AM |
Chg.- |
Bid11:22:58 AM |
Ask11:22:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.135
Bid Size: 100,000 |
0.139
Ask Size: 100,000 |
Rolls-Royce Holdings... |
5.30 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
MG31V1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.30 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
37.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.42 |
| Parity: |
-0.73 |
| Time value: |
0.15 |
| Break-even: |
6.45 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.00 |
| Spread %: |
2.74% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
10.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.147 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.87% |
| 1 Month |
|
|
+32.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.131 |
| 1M High / 1M Low: |
0.153 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
