Morgan Stanley Call 1.1 AMS 20.12.2024
/ DE000MG034R2
Morgan Stanley Call 1.1 AMS 20.12.../ DE000MG034R2 /
| 16/08/2024 13:01:53 |
Chg.+0.006 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.218EUR |
+2.83% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
1.10 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
MG034R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.10 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
12/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.90 |
| Parity: |
-0.02 |
| Time value: |
0.24 |
| Break-even: |
1.39 |
| Moneyness: |
0.98 |
| Premium: |
0.23 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
6.61% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
2.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.218 |
| High: |
0.218 |
| Low: |
0.218 |
| Previous Close: |
0.212 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.37% |
| 1 Month |
|
|
-50.45% |
| 3 Months |
|
|
-61.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.212 |
0.173 |
| 1M High / 1M Low: |
0.440 |
0.173 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
