Morgan Stanley Call 27.5 NVJP 21.03.2025
/ DE000MG0RF19
Morgan Stanley Call 27.5 NVJP 21..../ DE000MG0RF19 /
18/07/2024 18:23:59 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
- |
- Bid Size: - |
- Ask Size: - |
UMICORE S.A. |
27.50 - |
21/03/2025 |
Call |
Master data
WKN: |
MG0RF1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
UMICORE S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 - |
Maturity: |
21/03/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
19/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.93 |
Historic volatility: |
0.35 |
Parity: |
-1.56 |
Time value: |
0.08 |
Break-even: |
28.32 |
Moneyness: |
0.43 |
Premium: |
1.38 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.02 |
Spread %: |
28.13% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
3.26 |
Rho: |
0.01 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.064 |
Previous Close: |
0.063 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-3.03% |
3 Months |
|
|
-68.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.066 |
0.061 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |