Morgan Stanley Call 10000 LISP 20.12.2024
/ DE000MG3T201
Morgan Stanley Call 10000 LISP 20.../ DE000MG3T201 /
| 30/07/2024 10:32:33 |
Chg.+0.07 |
Bid12:31:03 |
Ask12:31:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+5.60% |
1.31
Bid Size: 50,000 |
1.35
Ask Size: 50,000 |
LINDT PS |
10,000.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
0.92 |
| Time value: |
0.38 |
| Break-even: |
11,728.53 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.17% |
| Delta: |
0.77 |
| Theta: |
-2.48 |
| Omega: |
6.76 |
| Rho: |
29.34 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.75% |
| 1 Month |
|
|
+34.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.10 |
| 1M High / 1M Low: |
1.33 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| 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: |
|
173.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
