Morgan Stanley Call 130 RCL 20.12.../  DE000MG27C21  /

Stuttgart
8/16/2024  6:49:05 PM Chg.+0.11 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.09EUR +3.69% -
Bid Size: -
-
Ask Size: -
Royal Caribbean Grou... 130.00 USD 12/20/2024 Call
 

Master data

WKN: MG27C2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Royal Caribbean Group
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/20/2024
Issue date: 4/11/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 2.52
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 2.52
Time value: 0.57
Break-even: 148.78
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 1.64%
Delta: 0.82
Theta: -0.05
Omega: 3.79
Rho: 0.30
 

Quote data

Open: 3.28
High: 3.28
Low: 3.09
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month
  -19.32%
3 Months  
+35.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.09 2.66
1M High / 1M Low: 4.34 1.81
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   3.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -