Morgan Stanley Call 385 ANET 20.09.2024
/ DE000MG0ZGW5
Morgan Stanley Call 385 ANET 20.0.../ DE000MG0ZGW5 /
2024-06-10 11:47:12 AM |
Chg.-0.060 |
Bid1:30:10 PM |
Ask1:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-11.54% |
0.470 Bid Size: 750 |
0.540 Ask Size: 750 |
Arista Networks |
385.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
MG0ZGW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Arista Networks |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-28 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
52.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
-8.18 |
Time value: |
0.52 |
Break-even: |
362.38 |
Moneyness: |
0.77 |
Premium: |
0.32 |
Premium p.a.: |
1.67 |
Spread abs.: |
0.05 |
Spread %: |
10.64% |
Delta: |
0.17 |
Theta: |
-0.08 |
Omega: |
8.93 |
Rho: |
0.12 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.22% |
1 Month |
|
|
-25.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.440 |
1M High / 1M Low: |
1.140 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.480 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |