Morgan Stanley Call 245 MRK 19.12.2025
/ DE000MG4GJ71
Morgan Stanley Call 245 MRK 19.12.../ DE000MG4GJ71 /
8/26/2024 12:24:15 PM |
Chg.+0.010 |
Bid4:51:25 PM |
Ask4:51:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+1.96% |
0.530 Bid Size: 40,000 |
0.540 Ask Size: 40,000 |
MERCK KGAA O.N. |
245.00 EUR |
12/19/2025 |
Call |
Master data
WKN: |
MG4GJ7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 EUR |
Maturity: |
12/19/2025 |
Issue date: |
5/20/2024 |
Last trading day: |
12/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-7.35 |
Time value: |
0.57 |
Break-even: |
250.70 |
Moneyness: |
0.70 |
Premium: |
0.46 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.07 |
Spread %: |
14.00% |
Delta: |
0.21 |
Theta: |
-0.02 |
Omega: |
6.36 |
Rho: |
0.40 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.12% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
-13.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.490 |
1M High / 1M Low: |
0.510 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |