Morgan Stanley Call 100 EXPE 20.09.2024
/ DE000MG0G5G6
Morgan Stanley Call 100 EXPE 20.0.../ DE000MG0G5G6 /
7/8/2024 9:46:37 AM |
Chg.+0.01 |
Bid9:47:15 AM |
Ask9:47:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
+0.89% |
1.12 Bid Size: 3,750 |
1.14 Ask Size: 3,750 |
Expedia Group Inc |
100.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
MG0G5G |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/20/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
10.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
2.18 |
Implied volatility: |
- |
Historic volatility: |
0.40 |
Parity: |
2.18 |
Time value: |
-1.04 |
Break-even: |
103.77 |
Moneyness: |
1.24 |
Premium: |
-0.09 |
Premium p.a.: |
-0.38 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.13 |
High: |
1.13 |
Low: |
1.13 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.80% |
1 Month |
|
|
+5.61% |
3 Months |
|
|
+1.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
1.11 |
1M High / 1M Low: |
1.23 |
1.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |