Morgan Stanley Call 140 RCL 20.12.2024
/ DE000MG27C54
Morgan Stanley Call 140 RCL 20.12.../ DE000MG27C54 /
2024-05-20 8:07:43 PM |
Chg.+0.38 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
+21.84% |
- Bid Size: - |
- Ask Size: - |
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: |
7.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.40 |
Historic volatility: |
0.34 |
Parity: |
0.08 |
Time value: |
1.66 |
Break-even: |
146.17 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
1.75% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
4.45 |
Rho: |
0.35 |
Quote data
Open: |
1.65 |
High: |
2.12 |
Low: |
1.65 |
Previous Close: |
1.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.19% |
1 Month |
|
|
+58.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
1.64 |
1M High / 1M Low: |
2.12 |
1.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |