Morgan Stanley Call 2.25 IAG 20.12.2024
/ DE000MG5D8N4
Morgan Stanley Call 2.25 IAG 20.1.../ DE000MG5D8N4 /
2024-07-24 5:24:33 PM |
Chg.- |
Bid10:21:34 AM |
Ask10:21:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.108EUR |
- |
0.106 Bid Size: 25,000 |
0.112 Ask Size: 25,000 |
International Consol... |
2.25 GBP |
2024-12-20 |
Call |
Master data
WKN: |
MG5D8N |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.25 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-06 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.29 |
Parity: |
-0.74 |
Time value: |
0.11 |
Break-even: |
2.79 |
Moneyness: |
0.73 |
Premium: |
0.44 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.29 |
Theta: |
0.00 |
Omega: |
4.87 |
Rho: |
0.00 |
Quote data
Open: |
0.111 |
High: |
0.111 |
Low: |
0.108 |
Previous Close: |
0.112 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.30% |
1 Month |
|
|
-22.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.139 |
0.108 |
1M High / 1M Low: |
0.146 |
0.108 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |