Morgan Stanley Call 37.5 SDZ 20.12.2024
/ DE000MG2UMN9
Morgan Stanley Call 37.5 SDZ 20.1.../ DE000MG2UMN9 /
| 11/11/2024 12:17:48 PM |
Chg.+0.060 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
37.50 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
MG2UMN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/23/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
0.29 |
| Time value: |
0.11 |
| Break-even: |
43.96 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
7.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.420 |
0.183 |
| 6M High / 6M Low: |
0.420 |
0.127 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.26% |
| Volatility 6M: |
|
201.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
