Morgan Stanley Call 36 DSY 21.03.2025
/ DE000MG3SHL5
Morgan Stanley Call 36 DSY 21.03..../ DE000MG3SHL5 /
| 19/11/2024 13:07:54 |
Chg.+0.011 |
Bid19/11/2024 |
Ask19/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.104EUR |
+11.83% |
0.104
Bid Size: 175,000 |
0.118
Ask Size: 175,000 |
Dassault Systemes SE |
36.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
MG3SHL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.43 |
| Time value: |
0.12 |
| Break-even: |
37.15 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
22.34% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
8.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.104 |
| High: |
0.104 |
| Low: |
0.104 |
| Previous Close: |
0.093 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-48.00% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.092 |
| 1M High / 1M Low: |
0.210 |
0.092 |
| 6M High / 6M Low: |
0.730 |
0.092 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.49% |
| Volatility 6M: |
|
153.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
