Morgan Stanley Call 10000 LISP 20.12.2024
/ DE000MG3T201
Morgan Stanley Call 10000 LISP 20.../ DE000MG3T201 /
8/14/2024 4:53:47 PM |
Chg.0.00 |
Bid5:20:01 PM |
Ask5:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
LINDT PS |
10,000.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
MG3T20 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LINDT PS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10,000.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
5/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1000:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
0.86 |
Time value: |
0.48 |
Break-even: |
11,858.55 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
3.08% |
Delta: |
0.73 |
Theta: |
-3.19 |
Omega: |
6.22 |
Rho: |
24.55 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.30 |
Previous Close: |
1.30 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
+34.02% |
3 Months |
|
|
+6.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.57 |
1.29 |
1M High / 1M Low: |
1.57 |
1.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |