Morgan Stanley Call 250 CHTR 21.03.2025
/ DE000MG29ES0
Morgan Stanley Call 250 CHTR 21.0.../ DE000MG29ES0 /
| 01/08/2024 18:23:51 |
Chg.- |
Bid12:33:12 |
Ask12:33:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
- |
1.25
Bid Size: 7,500 |
1.27
Ask Size: 7,500 |
Charter Communicatio... |
250.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG29ES |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.35 |
| Parity: |
1.18 |
| Time value: |
0.17 |
| Break-even: |
366.77 |
| Moneyness: |
1.51 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.88 |
| Theta: |
-0.09 |
| Omega: |
2.27 |
| Rho: |
1.09 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.33 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+87.32% |
| 3 Months |
|
|
+166.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
0.84 |
| 1M High / 1M Low: |
1.41 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
