Morgan Stanley Call 70 OEWA 20.12.2024
/ DE000MG670S1
Morgan Stanley Call 70 OEWA 20.12.../ DE000MG670S1 /
| 9/18/2024 9:11:04 AM |
Chg.+0.030 |
Bid1:58:51 PM |
Ask1:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.780
Bid Size: 15,000 |
0.810
Ask Size: 15,000 |
VERBUND AG INH... |
70.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
MG670S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.46 |
| Time value: |
0.37 |
| Break-even: |
78.30 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
6.16 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.83% |
| 1 Month |
|
|
-21.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.740 |
| 1M High / 1M Low: |
1.130 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
