Morgan Stanley Call 68 AA 20.12.2024
/ DE000MG4JSF1
Morgan Stanley Call 68 AA 20.12.2.../ DE000MG4JSF1 /
| 2024-07-04 1:59:59 PM |
Chg.+0.001 |
Bid4:59:37 PM |
Ask4:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+1.35% |
0.072
Bid Size: 5,000 |
0.090
Ask Size: 5,000 |
Alcoa Corporation |
68.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG4JSF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alcoa Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.46 |
| Parity: |
-2.37 |
| Time value: |
0.09 |
| Break-even: |
63.93 |
| Moneyness: |
0.62 |
| Premium: |
0.63 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.02 |
| Spread %: |
24.32% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
6.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.073 |
| High: |
0.075 |
| Low: |
0.073 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.57% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.047 |
| 1M High / 1M Low: |
0.098 |
0.035 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
