Morgan Stanley Call 6.2 RR/ 20.12.2024
/ DE000MG32077
Morgan Stanley Call 6.2 RR/ 20.12.../ DE000MG32077 /
| 2024-06-03 2:05:36 PM |
Chg.+0.050 |
Bid2:15:25 PM |
Ask2:15:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+17.86% |
0.320
Bid Size: 100,000 |
0.330
Ask Size: 100,000 |
Rolls-Royce Holdings... |
6.20 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
MG3207 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.20 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
-1.96 |
| Time value: |
0.28 |
| Break-even: |
7.56 |
| Moneyness: |
0.73 |
| Premium: |
0.42 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
5.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
+32.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.270 |
| 1M High / 1M Low: |
0.290 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
