Morgan Stanley Call 35 SDZ 21.03.2025
/ DE000MG2EZW6
Morgan Stanley Call 35 SDZ 21.03..../ DE000MG2EZW6 /
| 11/11/2024 12:05:07 PM |
Chg.- |
Bid10:01:34 AM |
Ask10:01:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.710
Bid Size: 100,000 |
0.720
Ask Size: 100,000 |
SANDOZ GROUP N |
35.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG2EZW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/16/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.59 |
| Time value: |
0.17 |
| Break-even: |
44.89 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.09 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
0.770 |
0.430 |
| 6M High / 6M Low: |
0.770 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.44% |
| Volatility 6M: |
|
148.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
