Morgan Stanley Call 35 RBLX 20.09.2024
/ DE000MG0FZ84
Morgan Stanley Call 35 RBLX 20.09.../ DE000MG0FZ84 /
| 2024-06-07 12:45:55 PM |
Chg.-0.020 |
Bid2:47:10 PM |
Ask2:47:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.360
Bid Size: 7,500 |
0.380
Ask Size: 7,500 |
Roblox Corporation |
35.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG0FZ8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Roblox Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.49 |
| Parity: |
0.06 |
| Time value: |
0.34 |
| Break-even: |
36.13 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.29% |
| 1 Month |
|
|
-53.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.280 |
| 1M High / 1M Low: |
0.830 |
0.231 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
