Morgan Stanley Call 62 703 20.12.2024
/ DE000MG004F0
Morgan Stanley Call 62 703 20.12..../ DE000MG004F0 /
2024-05-22 3:07:31 PM |
Chg.+0.012 |
Bid5:23:47 PM |
Ask5:23:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.176EUR |
+7.32% |
0.173 Bid Size: 40,000 |
0.201 Ask Size: 40,000 |
ALFEN N.V. EO -,10 |
62.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
MG004F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ALFEN N.V. EO -,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-11 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.61 |
Parity: |
-2.64 |
Time value: |
0.20 |
Break-even: |
63.98 |
Moneyness: |
0.57 |
Premium: |
0.80 |
Premium p.a.: |
1.75 |
Spread abs.: |
0.03 |
Spread %: |
17.86% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
4.12 |
Rho: |
0.04 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.176 |
Previous Close: |
0.164 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.81% |
1 Month |
|
|
-15.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.164 |
1M High / 1M Low: |
0.290 |
0.164 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.245 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |