Morgan Stanley Call 23 HPE 20.12.2024
/ DE000MG67ZN6
Morgan Stanley Call 23 HPE 20.12..../ DE000MG67ZN6 /
14/08/2024 20:45:00 |
Chg.+0.001 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.212EUR |
+0.47% |
- Bid Size: - |
- Ask Size: - |
Hewlett Packard Ente... |
23.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
MG67ZN |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Hewlett Packard Enterprise Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
19/06/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
64.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
-4.73 |
Time value: |
0.25 |
Break-even: |
21.17 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.04 |
Spread %: |
19.05% |
Delta: |
0.15 |
Theta: |
0.00 |
Omega: |
9.84 |
Rho: |
0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.212 |
Previous Close: |
0.211 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.67% |
1 Month |
|
|
-63.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.210 |
1M High / 1M Low: |
0.590 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.221 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |