Morgan Stanley Call 22.5 VAS 21.03.2025
/ DE000MG88194
Morgan Stanley Call 22.5 VAS 21.0.../ DE000MG88194 /
| 10/7/2024 5:01:57 PM |
Chg.- |
Bid11:46:45 AM |
Ask11:46:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.188EUR |
- |
0.171
Bid Size: 50,000 |
0.181
Ask Size: 50,000 |
VOESTALPINE AG |
22.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
MG8819 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.08 |
| Time value: |
0.20 |
| Break-even: |
24.48 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.04 |
Quote data
| Open: |
0.193 |
| High: |
0.193 |
| Low: |
0.188 |
| Previous Close: |
0.206 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.69% |
| 1 Month |
|
|
+16.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.188 |
| 1M High / 1M Low: |
0.290 |
0.145 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.221 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
