Morgan Stanley Call 160 RCL 20.12.2024
/ DE000MG27CA6
Morgan Stanley Call 160 RCL 20.12.../ DE000MG27CA6 /
| 2024-09-27 5:59:08 PM |
Chg.-0.40 |
Bid8:42:46 PM |
Ask8:42:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-14.98% |
2.26
Bid Size: 50,000 |
2.34
Ask Size: 50,000 |
Royal Caribbean Grou... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG27CA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
2.04 |
| Time value: |
0.65 |
| Break-even: |
170.05 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
2.67% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
4.69 |
| Rho: |
0.23 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.62% |
| 1 Month |
|
|
+38.41% |
| 3 Months |
|
|
+42.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
1.93 |
| 1M High / 1M Low: |
2.67 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
