Morgan Stanley Call 150 RCL 20.09.2024
/ DE000MG27C88
Morgan Stanley Call 150 RCL 20.09.../ DE000MG27C88 /
16/08/2024 18:49:05 |
Chg.+0.09 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
+9.00% |
- Bid Size: - |
- Ask Size: - |
Royal Caribbean Grou... |
150.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
MG27C8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Royal Caribbean Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
0.70 |
Time value: |
0.39 |
Break-even: |
146.92 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.05 |
Spread %: |
4.81% |
Delta: |
0.70 |
Theta: |
-0.09 |
Omega: |
9.17 |
Rho: |
0.08 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.09 |
Previous Close: |
1.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.63% |
1 Month |
|
|
-42.02% |
3 Months |
|
|
+34.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
0.76 |
1M High / 1M Low: |
2.32 |
0.35 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
524.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |