Morgan Stanley Call 115 OSK 20.12.2024
/ DE000MG1SYP5
Morgan Stanley Call 115 OSK 20.12.../ DE000MG1SYP5 /
| 06/11/2024 17:02:32 |
Chg.+0.330 |
Bid18:23:43 |
Ask18:23:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+110.00% |
0.600
Bid Size: 40,000 |
0.670
Ask Size: 40,000 |
Oshkosh Corporation |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG1SYP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Oshkosh Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.25 |
| Parity: |
-0.90 |
| Time value: |
0.38 |
| Break-even: |
108.98 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.06 |
| Spread %: |
18.75% |
| Delta: |
0.35 |
| Theta: |
-0.08 |
| Omega: |
8.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.630 |
| Low: |
0.380 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.51% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+14.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.300 |
| 1M High / 1M Low: |
0.520 |
0.300 |
| 6M High / 6M Low: |
1.630 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.73% |
| Volatility 6M: |
|
174.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
