Morgan Stanley Call 4.5 RR/ 20.09.2024
/ DE000MG31UT0
Morgan Stanley Call 4.5 RR/ 20.09.../ DE000MG31UT0 /
| 2024-05-21 11:29:07 AM |
Chg.+0.014 |
Bid12:49:29 PM |
Ask12:49:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+6.19% |
0.245
Bid Size: 100,000 |
0.249
Ask Size: 100,000 |
Rolls-Royce Holdings... |
4.50 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
MG31UT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.42 |
| Parity: |
-0.23 |
| Time value: |
0.26 |
| Break-even: |
5.53 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
8.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.226 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.212 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| 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: |
|
- |
