Morgan Stanley Call 10000 LISP 21.03.2025
/ DE000MG3T1Z7
Morgan Stanley Call 10000 LISP 21.../ DE000MG3T1Z7 /
| 11/11/2024 10:26:54 AM |
Chg.+0.040 |
Bid5:01:25 PM |
Ask5:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+5.26% |
0.780
Bid Size: 10,000 |
0.850
Ask Size: 10,000 |
LINDT PS |
10,000.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG3T1Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LINDT PS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,000.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
5/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.31 |
| Time value: |
0.56 |
| Break-even: |
11,525.09 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
8.75% |
| Delta: |
0.64 |
| Theta: |
-2.85 |
| Omega: |
8.01 |
| Rho: |
21.73 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.01% |
| 3 Months |
|
|
-50.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.710 |
| 1M High / 1M Low: |
1.370 |
0.710 |
| 6M High / 6M Low: |
1.750 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.319 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.12% |
| Volatility 6M: |
|
112.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
