Morgan Stanley Call 5.4 RR/ 20.12.2024
/ DE000MG31WC2
Morgan Stanley Call 5.4 RR/ 20.12.../ DE000MG31WC2 /
| 6/17/2024 5:28:29 PM |
Chg.- |
Bid10:01:03 AM |
Ask10:01:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
- |
0.200
Bid Size: 100,000 |
0.204
Ask Size: 100,000 |
Rolls-Royce Holdings... |
5.40 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
MG31WC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.42 |
| Parity: |
-0.92 |
| Time value: |
0.20 |
| Break-even: |
6.59 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.00 |
| Spread %: |
2.06% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
8.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.194 |
| Previous Close: |
0.195 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
+24.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.194 |
| 1M High / 1M Low: |
0.208 |
0.156 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
