Morgan Stanley Call 37.5 SDZ 19.09.2025
/ DE000MJ2E1B0
Morgan Stanley Call 37.5 SDZ 19.0.../ DE000MJ2E1B0 /
| 12/11/2024 16:37:17 |
Chg.- |
Bid10:12:42 |
Ask10:12:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
SANDOZ GROUP N |
37.50 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
MJ2E1B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
04/10/2024 |
| Last trading day: |
19/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.25 |
| Time value: |
0.39 |
| Break-even: |
46.43 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.19 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
+18.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.630 |
| 1M High / 1M Low: |
0.680 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
