Morgan Stanley Call 115 BG 21.03.2025
/ DE000MG0ZDY8
Morgan Stanley Call 115 BG 21.03..../ DE000MG0ZDY8 /
| 10/07/2024 12:03:21 |
Chg.-0.050 |
Bid16:37:44 |
Ask16:37:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
0.850
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
Bunge Global SA |
115.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG0ZDY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bunge Global SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.45 |
| Time value: |
0.88 |
| Break-even: |
115.14 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
5.98 |
| Rho: |
0.30 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
+24.24% |
| 3 Months |
|
|
-5.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
0.890 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
