Morgan Stanley Call 280 CHTR 20.09.2024
/ DE000MG0G501
Morgan Stanley Call 280 CHTR 20.0.../ DE000MG0G501 /
2024-05-23 3:51:54 PM |
Chg.-0.010 |
Bid4:29:09 PM |
Ask4:29:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-1.08% |
0.900 Bid Size: 15,000 |
0.990 Ask Size: 15,000 |
Charter Communicatio... |
280.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
MG0G50 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.32 |
Parity: |
-0.82 |
Time value: |
1.03 |
Break-even: |
268.96 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.08 |
Spread %: |
8.42% |
Delta: |
0.46 |
Theta: |
-0.06 |
Omega: |
11.23 |
Rho: |
0.35 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.920 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.68% |
1 Month |
|
|
-8.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.930 |
1M High / 1M Low: |
1.140 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.970 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |