Morgan Stanley Call 130 YUM 21.03.2025
/ DE000MG608H4
Morgan Stanley Call 130 YUM 21.03.../ DE000MG608H4 /
| 18/11/2024 20:12:34 |
Chg.- |
Bid10:34:14 |
Ask10:34:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
0.550
Bid Size: 6,250 |
0.570
Ask Size: 6,250 |
Yum Brands Inc |
130.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG608H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
17/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.15 |
| Parity: |
0.38 |
| Time value: |
0.20 |
| Break-even: |
128.50 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
17.32 |
| Rho: |
0.32 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-1.72% |
| 3 Months |
|
|
-10.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.660 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
