Morgan Stanley Call 74 DAL 20.12.2024
/ DE000MG5D6F4
Morgan Stanley Call 74 DAL 20.12..../ DE000MG5D6F4 /
2024-07-31 11:41:06 AM |
Chg.-0.006 |
Bid3:50:12 PM |
Ask3:50:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
-30.00% |
0.018 Bid Size: 250,000 |
0.040 Ask Size: 250,000 |
Delta Air Lines Inc |
74.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
MG5D6F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
99.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.27 |
Parity: |
-2.84 |
Time value: |
0.04 |
Break-even: |
68.82 |
Moneyness: |
0.58 |
Premium: |
0.72 |
Premium p.a.: |
3.04 |
Spread abs.: |
0.02 |
Spread %: |
100.00% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
7.66 |
Rho: |
0.01 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-48.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.020 |
1M High / 1M Low: |
0.027 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |