Morgan Stanley Call 5.4 RR/ 20.09.2024
/ DE000MG31V22
Morgan Stanley Call 5.4 RR/ 20.09.../ DE000MG31V22 /
2024-06-03 11:35:39 AM |
Chg.+0.026 |
Bid12:31:29 PM |
Ask12:31:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.138EUR |
+23.21% |
0.138 Bid Size: 100,000 |
0.142 Ask Size: 100,000 |
Rolls-Royce Holdings... |
5.40 GBP |
2024-09-20 |
Call |
Master data
WKN: |
MG31V2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.40 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: |
47.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.42 |
Parity: |
-1.02 |
Time value: |
0.11 |
Break-even: |
6.45 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.00 |
Spread %: |
3.74% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
10.27 |
Rho: |
0.00 |
Quote data
Open: |
0.138 |
High: |
0.138 |
Low: |
0.138 |
Previous Close: |
0.112 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.61% |
1 Month |
|
|
+39.39% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.112 |
0.104 |
1M High / 1M Low: |
0.114 |
0.091 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |