Morgan Stanley Call 160 YUM 20.12.../  DE000MG4DHU6  /

Stuttgart
2024-11-19  11:53:28 AM Chg.-0.007 Bid5:19:12 PM Ask5:19:12 PM Underlying Strike price Expiration date Option type
0.040EUR -14.89% 0.043
Bid Size: 50,000
0.050
Ask Size: 50,000
Yum Brands Inc 160.00 USD 2024-12-20 Call
 

Master data

WKN: MG4DHU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 248.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.15
Parity: -2.45
Time value: 0.05
Break-even: 151.53
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 7.39
Spread abs.: 0.00
Spread %: 8.51%
Delta: 0.08
Theta: -0.04
Omega: 19.54
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -18.37%
3 Months
  -51.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.042
1M High / 1M Low: 0.049 0.001
6M High / 6M Low: 0.185 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   14,517.33%
Volatility 6M:   5,690.56%
Volatility 1Y:   -
Volatility 3Y:   -