Morgan Stanley Call 155 DHI 20.12.2024
/ DE000MG4D3P1
Morgan Stanley Call 155 DHI 20.12.../ DE000MG4D3P1 /
| 18/09/2024 10:51:19 |
Chg.+0.04 |
Bid14:21:02 |
Ask14:21:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
+1.00% |
4.05
Bid Size: 1,000 |
4.08
Ask Size: 1,000 |
D R Horton Inc |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG4D3P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.29 |
| Parity: |
3.63 |
| Time value: |
0.46 |
| Break-even: |
180.26 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.74% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.70 |
| Rho: |
0.28 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
4.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.17% |
| 1 Month |
|
|
+48.53% |
| 3 Months |
|
|
+445.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
3.28 |
| 1M High / 1M Low: |
4.00 |
2.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
