Morgan Stanley Call 120 BSI 21.03.2025
/ DE000MG2UM47
Morgan Stanley Call 120 BSI 21.03.../ DE000MG2UM47 /
30/08/2024 20:26:46 |
Chg.-0.25 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
-13.81% |
- Bid Size: - |
- Ask Size: - |
BE SEMICON.INDSINH.E... |
120.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
MG2UM4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
BE SEMICON.INDSINH.EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
23/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.46 |
Parity: |
-0.22 |
Time value: |
1.60 |
Break-even: |
136.00 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
1.91% |
Delta: |
0.57 |
Theta: |
-0.04 |
Omega: |
4.19 |
Rho: |
0.28 |
Quote data
Open: |
1.66 |
High: |
1.66 |
Low: |
1.56 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+4.00% |
3 Months |
|
|
-49.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.56 |
1M High / 1M Low: |
1.93 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |