Morgan Stanley Call 115 PM 21.03.2025
/ DE000MG0XGZ3
Morgan Stanley Call 115 PM 21.03..../ DE000MG0XGZ3 /
| 14/11/2024 16:38:31 |
Chg.+0.01 |
Bid21:03:51 |
Ask21:03:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+0.81% |
1.49
Bid Size: 80,000 |
1.51
Ask Size: 80,000 |
Philip Morris Intern... |
115.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG0XGZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
27/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
0.31 |
| Break-even: |
121.64 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.32 |
| Rho: |
0.28 |
Quote data
| Open: |
1.21 |
| High: |
1.25 |
| Low: |
1.21 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.65% |
| 1 Month |
|
|
+32.98% |
| 3 Months |
|
|
+52.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.14 |
| 1M High / 1M Low: |
1.88 |
0.81 |
| 6M High / 6M Low: |
1.88 |
0.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.54% |
| Volatility 6M: |
|
214.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
