Morgan Stanley Call 120 OSK 20.12.2024
/ DE000MG1SYR1
Morgan Stanley Call 120 OSK 20.12.../ DE000MG1SYR1 /
| 9/18/2024 10:59:02 AM |
Chg.+0.030 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.470
Bid Size: 7,500 |
0.580
Ask Size: 6,250 |
Oshkosh Corporation |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MG1SYR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Oshkosh Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-1.43 |
| Time value: |
0.57 |
| Break-even: |
113.59 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.11 |
| Spread %: |
23.91% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
6.04 |
| Rho: |
0.07 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
-20.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.730 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.554 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
