Morgan Stanley Call 135 YUM 17.01.2025
/ DE000MG3W445
Morgan Stanley Call 135 YUM 17.01.../ DE000MG3W445 /
| 19/11/2024 11:21:25 |
Chg.-0.012 |
Bid17:05:57 |
Ask17:05:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
-5.13% |
0.213
Bid Size: 50,000 |
0.217
Ask Size: 50,000 |
Yum Brands Inc |
135.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
MG3W44 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/05/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
51.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.15 |
| Parity: |
-0.09 |
| Time value: |
0.25 |
| Break-even: |
129.88 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
1.65% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
25.28 |
| Rho: |
0.10 |
Quote data
| Open: |
0.222 |
| High: |
0.222 |
| Low: |
0.222 |
| Previous Close: |
0.234 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.62% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
-32.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.234 |
| 1M High / 1M Low: |
0.330 |
0.204 |
| 6M High / 6M Low: |
0.400 |
0.203 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.271 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.83% |
| Volatility 6M: |
|
153.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
