Morgan Stanley Call 21 BHP 21.03.2025
/ DE000MG5TSF7
Morgan Stanley Call 21 BHP 21.03..../ DE000MG5TSF7 /
8/12/2024 11:19:34 AM |
Chg.-0.001 |
Bid3:06:08 PM |
Ask3:06:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.214EUR |
-0.47% |
0.211 Bid Size: 80,000 |
0.215 Ask Size: 80,000 |
Bhp Group Limited OR... |
21.00 GBP |
3/21/2025 |
Call |
Master data
WKN: |
MG5TSF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
6/13/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.02 |
Time value: |
0.20 |
Break-even: |
26.73 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
1.86% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
6.74 |
Rho: |
0.08 |
Quote data
Open: |
0.214 |
High: |
0.214 |
Low: |
0.214 |
Previous Close: |
0.215 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.23% |
1 Month |
|
|
-43.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.215 |
0.189 |
1M High / 1M Low: |
0.380 |
0.189 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
2,000 |
Avg. price 1M: |
|
0.248 |
Avg. volume 1M: |
|
476.190 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |