Morgan Stanley Call 1400 TDG 21.03.2025
/ DE000MG0ZY32
Morgan Stanley Call 1400 TDG 21.0.../ DE000MG0ZY32 /
03/09/2024 21:07:33 |
Chg.-0.080 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-8.08% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,400.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG0ZY3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,400.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
28/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
-0.24 |
Time value: |
1.15 |
Break-even: |
1,380.00 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.16 |
Spread %: |
16.16% |
Delta: |
0.55 |
Theta: |
-0.34 |
Omega: |
5.90 |
Rho: |
3.07 |
Quote data
Open: |
1.010 |
High: |
1.010 |
Low: |
0.870 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.06% |
1 Month |
|
|
+56.90% |
3 Months |
|
|
-13.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.850 |
1M High / 1M Low: |
0.990 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.938 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.721 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |