Morgan Stanley Call 27.5 VVD 20.12.2024
/ DE000MG2F6C2
Morgan Stanley Call 27.5 VVD 20.1.../ DE000MG2F6C2 /
| 15/11/2024 20:37:35 |
Chg.+0.015 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
+10.79% |
-
Bid Size: - |
-
Ask Size: - |
VEOLIA ENVIRONNE. EO... |
27.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
MG2F6C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
0.05 |
| Break-even: |
28.92 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
4.41% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
14.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.132 |
| High: |
0.171 |
| Low: |
0.132 |
| Previous Close: |
0.139 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
-50.32% |
| 3 Months |
|
|
-34.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.137 |
| 1M High / 1M Low: |
0.350 |
0.137 |
| 6M High / 6M Low: |
0.530 |
0.137 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.309 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.85% |
| Volatility 6M: |
|
144.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
