Morgan Stanley Call 130 YUM 21.03.2025
/ DE000MG608H4
Morgan Stanley Call 130 YUM 21.03.../ DE000MG608H4 /
18/11/2024 20:12:34 |
Chg.- |
Bid11:13:52 |
Ask11:13:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
- |
0.540 Bid Size: 6,250 |
0.560 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: |
|
- |