Morgan Stanley Call 105 CL 20.12.2024
/ DE000MG57YE9
Morgan Stanley Call 105 CL 20.12..../ DE000MG57YE9 /
8/30/2024 8:36:13 PM |
Chg.+0.02 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.19EUR |
+0.48% |
- Bid Size: - |
- Ask Size: - |
Colgate Palmolive Co |
105.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
MG57YE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Colgate Palmolive Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/4/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
21.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.06 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.15 |
Historic volatility: |
0.13 |
Parity: |
1.36 |
Time value: |
3.05 |
Break-even: |
99.46 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.46% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
13.93 |
Rho: |
0.17 |
Quote data
Open: |
4.13 |
High: |
4.19 |
Low: |
4.01 |
Previous Close: |
4.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.87% |
1 Month |
|
|
+89.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.19 |
3.80 |
1M High / 1M Low: |
4.19 |
2.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |