Morgan Stanley Call 11 DVAX 20.09.2024
/ DE000MG0FYM1
Morgan Stanley Call 11 DVAX 20.09.../ DE000MG0FYM1 /
| 2024-06-28 9:46:39 AM |
Chg.-0.01 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-0.99% |
1.00
Bid Size: 3,750 |
-
Ask Size: - |
Dynavax Technologies... |
11.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG0FYM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dynavax Technologies Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.35 |
| Time value: |
0.66 |
| Break-even: |
11.28 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.94% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
6.56 |
| Rho: |
0.01 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-59.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.87 |
| 1M High / 1M Low: |
1.90 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
