Morgan Stanley Call 125 EXPE 20.12.2024
/ DE000MG0G5Y9
Morgan Stanley Call 125 EXPE 20.1.../ DE000MG0G5Y9 /
| 03/06/2024 15:58:40 |
Chg.+0.050 |
Bid16:36:59 |
Ask16:36:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+12.82% |
0.420
Bid Size: 40,000 |
0.440
Ask Size: 40,000 |
Expedia Group Inc |
125.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG0G5Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
23.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.40 |
| Parity: |
-1.12 |
| Time value: |
0.44 |
| Break-even: |
119.58 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
8.64 |
| Rho: |
0.18 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
-16.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.530 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
