Morgan Stanley Call 11 IBE1 20.09.2024
/ DE000MG20PY3
Morgan Stanley Call 11 IBE1 20.09.../ DE000MG20PY3 /
8/14/2024 6:51:54 PM |
Chg.-0.05 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
-3.50% |
- Bid Size: - |
- Ask Size: - |
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: |
8.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.42 |
Historic volatility: |
0.17 |
Parity: |
1.27 |
Time value: |
0.21 |
Break-even: |
12.48 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
2.07% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
6.80 |
Rho: |
0.01 |
Quote data
Open: |
1.33 |
High: |
1.38 |
Low: |
1.33 |
Previous Close: |
1.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.20% |
1 Month |
|
|
+32.69% |
3 Months |
|
|
-10.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
1.22 |
1M High / 1M Low: |
1.51 |
0.94 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |