Morgan Stanley Call 160 RCL 20.12.2024
/ DE000MG27CA6
Morgan Stanley Call 160 RCL 20.12.../ DE000MG27CA6 /
| 2024-05-20 1:45:26 PM |
Chg.-0.060 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
Royal Caribbean Grou... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG27CA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Royal Caribbean Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-1.76 |
| Time value: |
0.94 |
| Break-even: |
156.56 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
5.67 |
| Rho: |
0.26 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.880 |
| 1M High / 1M Low: |
1.180 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
