Morgan Stanley Call 290 CHTR 20.12.2024
/ DE000MG0G5C5
Morgan Stanley Call 290 CHTR 20.1.../ DE000MG0G5C5 /
| 7/10/2024 4:03:41 PM |
Chg.-0.11 |
Bid6:15:10 PM |
Ask6:15:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-8.40% |
1.27
Bid Size: 25,000 |
1.30
Ask Size: 25,000 |
Charter Communicatio... |
290.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MG0G5C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.31 |
| Parity: |
0.36 |
| Time value: |
0.96 |
| Break-even: |
281.36 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
13.53 |
| Rho: |
0.74 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.20 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+10.09% |
| 3 Months |
|
|
+31.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.27 |
| 1M High / 1M Low: |
1.40 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
