Morgan Stanley Call 110 CFR 20.06.../  DE000MJ0ZNZ1  /

Stuttgart
2024-12-20  10:58:43 AM Chg.-0.10 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.91EUR -3.32% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 110.00 CHF 2025-06-20 Call
 

Master data

WKN: MJ0ZNZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 2025-06-20
Issue date: 2024-09-12
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.63
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 2.63
Time value: 0.46
Break-even: 149.00
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.32%
Delta: 0.85
Theta: -0.03
Omega: 3.97
Rho: 0.45
 

Quote data

Open: 2.91
High: 2.91
Low: 2.91
Previous Close: 3.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.21%
1 Month  
+79.63%
3 Months  
+99.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.26 2.91
1M High / 1M Low: 3.26 1.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.10
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -