Morgan Stanley Call 1.05 AMS 20.12.2024
/ DE000MG0KH63
Morgan Stanley Call 1.05 AMS 20.1.../ DE000MG0KH63 /
| 16/08/2024 11:06:33 |
Chg.-0.010 |
Bid11:46:34 |
Ask11:46:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.240
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
ams-OSRAM |
1.05 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
MG0KH6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.05 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.90 |
| Parity: |
0.03 |
| Time value: |
0.24 |
| Break-even: |
1.37 |
| Moneyness: |
1.03 |
| Premium: |
0.21 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
2.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.23% |
| 1 Month |
|
|
-48.94% |
| 3 Months |
|
|
-59.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.199 |
| 1M High / 1M Low: |
0.470 |
0.199 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.213 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
