Morgan Stanley Call 210 VLO 21.03.2025
/ DE000MG102D7
Morgan Stanley Call 210 VLO 21.03.../ DE000MG102D7 /
| 12/11/2024 18:11:59 |
Chg.- |
Bid10:32:53 |
Ask10:32:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
- |
0.064
Bid Size: 2,000 |
0.115
Ask Size: 2,000 |
Valero Energy Corpor... |
210.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG102D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
150.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-6.87 |
| Time value: |
0.09 |
| Break-even: |
198.66 |
| Moneyness: |
0.65 |
| Premium: |
0.54 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
9.88 |
| Rho: |
0.03 |
Quote data
| Open: |
0.066 |
| High: |
0.078 |
| Low: |
0.066 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-67.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.072 |
| 1M High / 1M Low: |
0.109 |
0.056 |
| 6M High / 6M Low: |
0.480 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.33% |
| Volatility 6M: |
|
184.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
