Morgan Stanley Call 135 YUM 17.01.2025
/ DE000MG3W445
Morgan Stanley Call 135 YUM 17.01.../ DE000MG3W445 /
| 2024-08-08 8:56:26 PM |
Chg.0.000 |
Bid2024-08-08 |
Ask2024-08-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.330
Bid Size: 25,000 |
0.350
Ask Size: 25,000 |
Yum Brands Inc |
135.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
35.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.22 |
| Break-even: |
127.04 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
30.17 |
| Rho: |
0.45 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+32.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.215 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
