Morgan Stanley Call 170 RCL 20.12.2024
/ DE000MG27CB4
Morgan Stanley Call 170 RCL 20.12.../ DE000MG27CB4 /
2024-05-16 6:27:50 PM |
Chg.+0.060 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+9.68% |
- Bid Size: - |
- Ask Size: - |
Royal Caribbean Grou... |
170.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
MG27CB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Royal Caribbean Group |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 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: |
19.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
-2.70 |
Time value: |
0.65 |
Break-even: |
162.63 |
Moneyness: |
0.83 |
Premium: |
0.26 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.04 |
Spread %: |
6.56% |
Delta: |
0.32 |
Theta: |
-0.03 |
Omega: |
6.38 |
Rho: |
0.21 |
Quote data
Open: |
0.610 |
High: |
0.680 |
Low: |
0.610 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
+23.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.620 |
1M High / 1M Low: |
0.890 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |