Morgan Stanley Call 95 MMM 20.09.2024
/ DE000MG271B4
Morgan Stanley Call 95 MMM 20.09..../ DE000MG271B4 /
| 2024-07-09 12:56:26 PM |
Chg.-0.010 |
Bid2:25:40 PM |
Ask2:25:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.840
Bid Size: 3,750 |
0.860
Ask Size: 3,750 |
3M Company |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG271B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.56 |
| Time value: |
0.31 |
| Break-even: |
96.41 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
7.69 |
| Rho: |
0.12 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+1.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.850 |
| 1M High / 1M Low: |
1.110 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
