Morgan Stanley Call 120 EXPE 20.09.2024
/ DE000MG0G5L6
Morgan Stanley Call 120 EXPE 20.0.../ DE000MG0G5L6 /
| 2024-06-03 3:58:38 PM |
Chg.+0.050 |
Bid7:01:18 PM |
Ask7:01:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+13.89% |
0.390
Bid Size: 40,000 |
0.410
Ask Size: 40,000 |
Expedia Group Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG0G5L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
25.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.40 |
| Parity: |
-0.66 |
| Time value: |
0.41 |
| Break-even: |
114.67 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
10.12 |
| Rho: |
0.11 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
-22.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
