Morgan Stanley Call 12 VFC 20.12.2024
/ DE000MG3S5Q8
Morgan Stanley Call 12 VFC 20.12..../ DE000MG3S5Q8 /
| 2024-06-06 2:31:23 PM |
Chg.-0.010 |
Bid6:05:20 PM |
Ask6:05:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.280
Bid Size: 350,000 |
0.290
Ask Size: 350,000 |
VF Corporation |
12.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG3S5Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.51 |
| Parity: |
0.14 |
| Time value: |
0.14 |
| Break-even: |
13.84 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.202 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
