Morgan Stanley Call 240 EPAM 21.03.2025
/ DE000MG3S9E6
Morgan Stanley Call 240 EPAM 21.0.../ DE000MG3S9E6 /
| 10/07/2024 20:29:55 |
Chg.-0.003 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-2.83% |
0.103
Bid Size: 250,000 |
0.111
Ask Size: 250,000 |
EPAM Systems Inc |
240.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG3S9E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
-0.53 |
| Time value: |
0.12 |
| Break-even: |
233.43 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
10.58% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
4.80 |
| Rho: |
0.30 |
Quote data
| Open: |
0.104 |
| High: |
0.105 |
| Low: |
0.103 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.21% |
| 1 Month |
|
|
+4.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.106 |
| 1M High / 1M Low: |
0.124 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
