Morgan Stanley Call 1.1 AMS 20.09.2024
/ DE000MG034Q4
Morgan Stanley Call 1.1 AMS 20.09.../ DE000MG034Q4 /
| 2024-05-31 3:50:51 PM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+8.70% |
-
Bid Size: - |
-
Ask Size: - |
ams-OSRAM |
1.10 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
MG034Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ams-OSRAM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.10 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.92 |
| Parity: |
0.31 |
| Time value: |
0.21 |
| Break-even: |
1.64 |
| Moneyness: |
1.27 |
| Premium: |
0.15 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
2.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.490 |
| High: |
0.500 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
