Morgan Stanley Call 1.3 AMS 21.03.2025
/ DE000MG1WL13
Morgan Stanley Call 1.3 AMS 21.03.../ DE000MG1WL13 /
16/08/2024 11:17:14 |
Chg.+0.004 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.221EUR |
+1.84% |
- Bid Size: - |
- Ask Size: - |
ams-OSRAM |
1.30 CHF |
21/03/2025 |
Call |
Master data
WKN: |
MG1WL1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ams-OSRAM |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.30 CHF |
Maturity: |
21/03/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.90 |
Parity: |
-0.23 |
Time value: |
0.23 |
Break-even: |
1.59 |
Moneyness: |
0.83 |
Premium: |
0.41 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.01 |
Spread %: |
6.39% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
2.61 |
Rho: |
0.00 |
Quote data
Open: |
0.221 |
High: |
0.221 |
Low: |
0.221 |
Previous Close: |
0.217 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
-46.10% |
3 Months |
|
|
-58.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.217 |
0.185 |
1M High / 1M Low: |
0.410 |
0.185 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.274 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |