Morgan Stanley Call 5.75 BSD2 20.12.2024
/ DE000MG20NT8
Morgan Stanley Call 5.75 BSD2 20..../ DE000MG20NT8 /
| 6/12/2024 12:22:26 PM |
Chg.+0.002 |
Bid12:51:04 PM |
Ask12:51:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
+1.83% |
0.113
Bid Size: 200,000 |
0.116
Ask Size: 200,000 |
BCO SANTANDER N.EO0,... |
5.75 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
MG20NT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.75 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-1.14 |
| Time value: |
0.12 |
| Break-even: |
5.87 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.00 |
| Spread %: |
2.68% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
8.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.111 |
| High: |
0.111 |
| Low: |
0.111 |
| Previous Close: |
0.109 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.48% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.121 |
0.109 |
| 1M High / 1M Low: |
0.162 |
0.109 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
