Morgan Stanley Call 20 ATS 20.12.2024
/ DE000MG67YN9
Morgan Stanley Call 20 ATS 20.12..../ DE000MG67YN9 /
11/7/2024 2:10:08 PM |
Chg.+0.140 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+19.72% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
MG67YN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
6/19/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.45 |
Parity: |
-2.60 |
Time value: |
0.95 |
Break-even: |
20.95 |
Moneyness: |
0.87 |
Premium: |
0.20 |
Premium p.a.: |
3.84 |
Spread abs.: |
0.21 |
Spread %: |
28.38% |
Delta: |
0.35 |
Theta: |
-0.02 |
Omega: |
6.44 |
Rho: |
0.01 |
Quote data
Open: |
0.740 |
High: |
0.850 |
Low: |
0.740 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.86% |
1 Month |
|
|
-70.99% |
3 Months |
|
|
-11.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.740 |
0.600 |
1M High / 1M Low: |
2.960 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.929 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |