Morgan Stanley Call 140 YUM 20.12.2024
/ DE000MG48AW0
Morgan Stanley Call 140 YUM 20.12.../ DE000MG48AW0 /
| 19/11/2024 09:52:03 |
Chg.-0.012 |
Bid13:58:47 |
Ask13:58:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-11.76% |
0.085
Bid Size: 2,000 |
0.105
Ask Size: 2,000 |
Yum Brands Inc |
140.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG48AW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
122.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-0.57 |
| Time value: |
0.10 |
| Break-even: |
133.17 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.00 |
| Spread %: |
4.04% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
30.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.93% |
| 1 Month |
|
|
-55.88% |
| 3 Months |
|
|
-74.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.168 |
0.102 |
| 1M High / 1M Low: |
0.220 |
0.102 |
| 6M High / 6M Low: |
0.560 |
0.102 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
399.54% |
| Volatility 6M: |
|
233.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
