Morgan Stanley Call 5.3 RR/ 20.12.2024
/ DE000MG32002
Morgan Stanley Call 5.3 RR/ 20.12.../ DE000MG32002 /
| 6/17/2024 4:50:11 PM |
Chg.- |
Bid11:00:16 AM |
Ask11:00:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.490
Bid Size: 100,000 |
0.500
Ask Size: 100,000 |
Rolls-Royce Holdings... |
5.30 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
MG3200 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.30 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
4/26/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
-0.80 |
| Time value: |
0.48 |
| Break-even: |
6.75 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
4.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.510 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
