Morgan Stanley Call 140 RCL 20.12.2024
/ DE000MG27C54
Morgan Stanley Call 140 RCL 20.12.../ DE000MG27C54 /
| 2024-06-03 12:36:44 PM |
Chg.+0.19 |
Bid1:03:59 PM |
Ask1:03:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+10.38% |
2.03
Bid Size: 1,000 |
2.09
Ask Size: 1,000 |
Royal Caribbean Grou... |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG27C5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
0.61 |
| Time value: |
1.42 |
| Break-even: |
149.30 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.50% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
4.29 |
| Rho: |
0.37 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.49% |
| 1 Month |
|
|
+19.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.83 |
| 1M High / 1M Low: |
2.21 |
1.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
