Morgan Stanley Call 37.5 SLL 20.12.2024
/ DE000MG5TNJ0
Morgan Stanley Call 37.5 SLL 20.1.../ DE000MG5TNJ0 /
2024-08-01 11:08:28 AM |
Chg.+0.030 |
Bid2:36:50 PM |
Ask2:36:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
0.280 Bid Size: 15,000 |
0.310 Ask Size: 15,000 |
SCHOELLER-BLECKMANN ... |
37.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
MG5TNJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SCHOELLER-BLECKMANN OILF. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-13 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
-0.08 |
Time value: |
0.33 |
Break-even: |
40.80 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
5.94 |
Rho: |
0.06 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
-38.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.260 |
1M High / 1M Low: |
0.470 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.352 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |