Morgan Stanley Call 160 RCL 20.12.2024
/ DE000MG27CA6
Morgan Stanley Call 160 RCL 20.12.../ DE000MG27CA6 /
| 10/18/2024 6:49:48 PM |
Chg.-0.15 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
-3.58% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
160.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.68 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
3.68 |
| Time value: |
0.37 |
| Break-even: |
187.72 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.00% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
3.95 |
| Rho: |
0.20 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.04 |
| Previous Close: |
4.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.91% |
| 1 Month |
|
|
+109.33% |
| 3 Months |
|
|
+104.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.31 |
3.76 |
| 1M High / 1M Low: |
4.31 |
1.93 |
| 6M High / 6M Low: |
4.31 |
0.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.08% |
| Volatility 6M: |
|
204.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
