Morgan Stanley Call 145 DHI 20.12.2024
/ DE000MG4D9C6
Morgan Stanley Call 145 DHI 20.12.../ DE000MG4D9C6 /
28/10/2024 17:27:00 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
- |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
145.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MG4D9C |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2024 |
Last trading day: |
29/10/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.20 |
Historic volatility: |
0.30 |
Parity: |
0.75 |
Time value: |
0.15 |
Break-even: |
154.00 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
0.81 |
Theta: |
-0.05 |
Omega: |
13.70 |
Rho: |
0.11 |
Quote data
Open: |
0.860 |
High: |
0.880 |
Low: |
0.860 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.12% |
3 Months |
|
|
+12.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.920 |
0.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.897 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
26.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |