Morgan Stanley Call 170 EPAM 21.03.2025
/ DE000MG44R72
Morgan Stanley Call 170 EPAM 21.0.../ DE000MG44R72 /
| 15/11/2024 20:19:17 |
Chg.-0.040 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-5.06% |
-
Bid Size: - |
-
Ask Size: - |
EPAM Systems Inc |
170.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG44R7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.40 |
| Parity: |
0.62 |
| Time value: |
0.12 |
| Break-even: |
235.48 |
| Moneyness: |
1.38 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
2.53 |
| Rho: |
0.39 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.750 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+102.70% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
0.820 |
0.310 |
| 6M High / 6M Low: |
0.820 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
91.603 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.61% |
| Volatility 6M: |
|
139.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
