Morgan Stanley Call 130 RCL 20.12.2024
/ DE000MG27C21
Morgan Stanley Call 130 RCL 20.12.../ DE000MG27C21 /
| 2024-05-17 1:34:09 PM |
Chg.-0.01 |
Bid4:23:23 PM |
Ask4:23:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-0.43% |
2.35
Bid Size: 50,000 |
2.38
Ask Size: 50,000 |
Royal Caribbean Grou... |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG27C2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
1.19 |
| Time value: |
1.16 |
| Break-even: |
143.12 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
3.07% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
3.94 |
| Rho: |
0.41 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.78% |
| 1 Month |
|
|
+34.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.16 |
| 1M High / 1M Low: |
2.55 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
