Morgan Stanley Call 11 IBE1 20.09.2024
/ DE000MG20PY3
Morgan Stanley Call 11 IBE1 20.09.../ DE000MG20PY3 /
| 7/8/2024 2:31:36 PM |
Chg.-0.02 |
Bid5:24:49 PM |
Ask5:24:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-1.80% |
1.09
Bid Size: 70,000 |
1.10
Ask Size: 70,000 |
IBERDROLA INH. EO... |
11.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
MG20PY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.88 |
| Time value: |
0.29 |
| Break-even: |
12.16 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
7.90 |
| Rho: |
0.02 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.70% |
| 1 Month |
|
|
-21.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.05 |
| 1M High / 1M Low: |
1.51 |
1.05 |
| 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: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
