Morgan Stanley Call 22.5 NVJP 21.03.2025
/ DE000MG0REZ0
Morgan Stanley Call 22.5 NVJP 21..../ DE000MG0REZ0 /
| 7/11/2024 6:59:43 PM |
Chg.- |
Bid10:10:41 AM |
Ask10:10:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
- |
0.085
Bid Size: 15,000 |
0.097
Ask Size: 15,000 |
UMICORE S.A. |
22.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
MG0REZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.34 |
| Parity: |
-0.86 |
| Time value: |
0.10 |
| Break-even: |
23.45 |
| Moneyness: |
0.62 |
| Premium: |
0.68 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
17.28% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.079 |
| High: |
0.080 |
| Low: |
0.079 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.11% |
| 1 Month |
|
|
-27.93% |
| 3 Months |
|
|
-70.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.077 |
| 1M High / 1M Low: |
0.111 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
