Morgan Stanley Call 100 MMM 20.09.2024
/ DE000MG271F5
Morgan Stanley Call 100 MMM 20.09.../ DE000MG271F5 /
| 2024-06-28 5:58:44 PM |
Chg.-0.100 |
Bid9:16:03 PM |
Ask9:16:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-12.99% |
0.630
Bid Size: 80,000 |
0.640
Ask Size: 80,000 |
3M Company |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG271F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.30 |
| Time value: |
0.43 |
| Break-even: |
100.69 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
8.43 |
| Rho: |
0.12 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.52% |
| 1 Month |
|
|
+15.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.630 |
| 1M High / 1M Low: |
0.770 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
