Morgan Stanley Call 5 RR/ 20.09.2024
/ DE000MG31UY0
Morgan Stanley Call 5 RR/ 20.09.2.../ DE000MG31UY0 /
6/14/2024 5:28:21 PM |
Chg.-0.022 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.186EUR |
-10.58% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
5.00 GBP |
9/20/2024 |
Call |
Master data
WKN: |
MG31UY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 GBP |
Maturity: |
9/20/2024 |
Issue date: |
4/25/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
26.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.42 |
Parity: |
-0.37 |
Time value: |
0.21 |
Break-even: |
6.15 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.00 |
Spread %: |
1.96% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
10.34 |
Rho: |
0.01 |
Quote data
Open: |
0.185 |
High: |
0.186 |
Low: |
0.185 |
Previous Close: |
0.208 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.20% |
1 Month |
|
|
+38.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.208 |
0.182 |
1M High / 1M Low: |
0.212 |
0.127 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.199 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |