Morgan Stanley Call 11 DVAX 20.09.2024
/ DE000MG0FYM1
Morgan Stanley Call 11 DVAX 20.09.../ DE000MG0FYM1 /
| 2024-05-24 8:37:46 PM |
Chg.-0.27 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Dynavax Technologies... |
11.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG0FYM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dynavax Technologies Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.81 |
| Break-even: |
11.31 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.85% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
5.62 |
| Rho: |
0.02 |
Quote data
| Open: |
1.44 |
| High: |
1.45 |
| Low: |
1.17 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.39% |
| 1 Month |
|
|
-24.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.14 |
| 1M High / 1M Low: |
1.95 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
