Morgan Stanley Call 127.5 PM 21.03.2025
/ DE000MG421R1
Morgan Stanley Call 127.5 PM 21.0.../ DE000MG421R1 /
| 7/25/2024 5:50:08 PM |
Chg.+0.070 |
Bid6:36:19 PM |
Ask6:36:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+35.00% |
0.260
Bid Size: 80,000 |
0.270
Ask Size: 80,000 |
Philip Morris Intern... |
127.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG421R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/10/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-1.48 |
| Time value: |
0.23 |
| Break-even: |
119.98 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
11.50 |
| Rho: |
0.16 |
Quote data
| Open: |
0.220 |
| High: |
0.270 |
| Low: |
0.220 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.65% |
| 1 Month |
|
|
+193.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.151 |
| 1M High / 1M Low: |
0.200 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.171 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
