Morgan Stanley Call 150 YUM 20.12.2024
/ DE000MG48AX8
Morgan Stanley Call 150 YUM 20.12.../ DE000MG48AX8 /
| 08/08/2024 09:42:24 |
Chg.-0.003 |
Bid12:11:40 |
Ask12:11:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
-1.55% |
0.192
Bid Size: 10,000 |
0.211
Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG48AX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
58.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.24 |
| Time value: |
0.21 |
| Break-even: |
139.40 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.90% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
15.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.191 |
| High: |
0.191 |
| Low: |
0.191 |
| Previous Close: |
0.194 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.52% |
| 1 Month |
|
|
+51.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.099 |
| 1M High / 1M Low: |
0.194 |
0.099 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
