Morgan Stanley Call 52.5 TWLO 20.12.2024
/ DE000MG67SK7
Morgan Stanley Call 52.5 TWLO 20..../ DE000MG67SK7 /
| 9/11/2024 2:57:30 PM |
Chg.-0.030 |
Bid3:18:48 PM |
Ask3:18:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
0.770
Bid Size: 5,000 |
0.800
Ask Size: 5,000 |
Twilio Inc |
52.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MG67SK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.34 |
| Parity: |
0.43 |
| Time value: |
0.35 |
| Break-even: |
55.44 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
4.62 |
| Rho: |
0.08 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.750 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.49% |
| 1 Month |
|
|
-26.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.790 |
| 1M High / 1M Low: |
1.160 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
