Morgan Stanley Call 32.5 DSY 21.03.2025
/ DE000MG6K401
Morgan Stanley Call 32.5 DSY 21.0.../ DE000MG6K401 /
| 9/13/2024 8:44:36 AM |
Chg.-0.010 |
Bid9:15:13 AM |
Ask9:15:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
0.590
Bid Size: 150,000 |
0.610
Ask Size: 150,000 |
Dassault Systemes SE |
32.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
MG6K40 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
0.33 |
| Time value: |
0.29 |
| Break-even: |
38.70 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.08% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.10 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.72% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.390 |
| 1M High / 1M Low: |
0.590 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
