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: |
|
- |