Morgan Stanley Call 38 RBLX 20.09.2024
/ DE000MG038J0
Morgan Stanley Call 38 RBLX 20.09.../ DE000MG038J0 /
2024-05-24 6:45:27 PM |
Chg.- |
Bid10:15:52 AM |
Ask10:15:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.164EUR |
- |
0.172 Bid Size: 7,500 |
0.190 Ask Size: 7,500 |
Roblox Corporation |
38.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
MG038J |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Roblox Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-12 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.50 |
Parity: |
-0.49 |
Time value: |
0.18 |
Break-even: |
36.77 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
3.49% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
6.09 |
Rho: |
0.03 |
Quote data
Open: |
0.157 |
High: |
0.164 |
Low: |
0.157 |
Previous Close: |
0.156 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.53% |
1 Month |
|
|
-61.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.194 |
0.156 |
1M High / 1M Low: |
0.670 |
0.156 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.171 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
325.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |