Morgan Stanley Call 230 EPAM 21.03.2025
/ DE000MG3S9D8
Morgan Stanley Call 230 EPAM 21.0.../ DE000MG3S9D8 /
18/07/2024 20:42:55 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
- |
- Bid Size: - |
- Ask Size: - |
EPAM Systems Inc |
230.00 - |
21/03/2025 |
Call |
Master data
WKN: |
MG3S9D |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
EPAM Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
21/03/2025 |
Issue date: |
07/05/2024 |
Last trading day: |
19/07/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.38 |
Parity: |
-0.48 |
Time value: |
0.30 |
Break-even: |
260.00 |
Moneyness: |
0.79 |
Premium: |
0.43 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
0.48 |
Theta: |
-0.11 |
Omega: |
2.92 |
Rho: |
0.34 |
Quote data
Open: |
0.250 |
High: |
0.280 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+45.83% |
3 Months |
|
|
+68.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.280 |
0.192 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |