Morgan Stanley Call 120 CFR 21.03.2025
/ DE000MG2F228
Morgan Stanley Call 120 CFR 21.03.../ DE000MG2F228 /
11/12/2024 1:36:14 PM |
Chg.-0.140 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-15.73% |
- Bid Size: - |
- Ask Size: - |
RICHEMONT N |
120.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
MG2F22 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
4/16/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.26 |
Historic volatility: |
0.29 |
Parity: |
0.05 |
Time value: |
0.84 |
Break-even: |
136.77 |
Moneyness: |
1.00 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
0.57 |
Theta: |
-0.04 |
Omega: |
8.21 |
Rho: |
0.23 |
Quote data
Open: |
0.750 |
High: |
0.760 |
Low: |
0.750 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.02% |
1 Month |
|
|
-60.11% |
3 Months |
|
|
-51.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.510 |
0.890 |
1M High / 1M Low: |
1.680 |
0.890 |
6M High / 6M Low: |
3.530 |
0.690 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.447 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.036 |
Avg. volume 6M: |
|
22.481 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.46% |
Volatility 6M: |
|
166.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |