Morgan Stanley Call 37.5 ACR 20.09.2024
/ DE000MG2LSQ8
Morgan Stanley Call 37.5 ACR 20.0.../ DE000MG2LSQ8 /
| 2024-06-10 11:06:06 AM |
Chg.-0.040 |
Bid1:08:05 PM |
Ask1:08:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-11.43% |
0.310
Bid Size: 125,000 |
0.320
Ask Size: 125,000 |
ACCOR SA INH. ... |
37.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
MG2LSQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.21 |
| Break-even: |
41.10 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
6.97 |
| Rho: |
0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-35.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.350 |
| 1M High / 1M Low: |
0.500 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
