Morgan Stanley Call 6.2 RR/ 20.12.2024
/ DE000MG32077
Morgan Stanley Call 6.2 RR/ 20.12.../ DE000MG32077 /
8/16/2024 4:33:36 PM |
Chg.+0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
6.20 GBP |
12/20/2024 |
Call |
Master data
WKN: |
MG3207 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.20 GBP |
Maturity: |
12/20/2024 |
Issue date: |
4/26/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.36 |
Parity: |
-1.41 |
Time value: |
0.28 |
Break-even: |
7.54 |
Moneyness: |
0.81 |
Premium: |
0.29 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.30 |
Theta: |
0.00 |
Omega: |
6.19 |
Rho: |
0.01 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+8.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.240 |
1M High / 1M Low: |
0.370 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |