Morgan Stanley Call 0.95 AMS 20.09.2024
/ DE000MG0KH55
Morgan Stanley Call 0.95 AMS 20.0.../ DE000MG0KH55 /
| 8/16/2024 11:06:31 AM |
Chg.-0.008 |
Bid12:29:16 PM |
Ask12:29:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.214EUR |
-3.60% |
0.212
Bid Size: 100,000 |
0.220
Ask Size: 100,000 |
ams-OSRAM |
0.95 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
MG0KH5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.95 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.90 |
| Parity: |
0.14 |
| Time value: |
0.10 |
| Break-even: |
1.23 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.02 |
| Spread %: |
6.82% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
3.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.214 |
| High: |
0.214 |
| Low: |
0.214 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.18% |
| 1 Month |
|
|
-55.42% |
| 3 Months |
|
|
-62.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.222 |
0.148 |
| 1M High / 1M Low: |
0.480 |
0.148 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
