Morgan Stanley Call 37.5 SDZ 21.03.2025
/ DE000MG2UMM1
Morgan Stanley Call 37.5 SDZ 21.0.../ DE000MG2UMM1 /
| 10/9/2024 9:15:58 AM |
Chg.+0.010 |
Bid12:16:28 PM |
Ask12:16:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.300
Bid Size: 125,000 |
0.310
Ask Size: 125,000 |
SANDOZ GROUP N |
37.50 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG2UMM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-0.21 |
| Time value: |
0.26 |
| Break-even: |
42.43 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
6.81 |
| Rho: |
0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.47% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.219 |
| 1M High / 1M Low: |
0.330 |
0.219 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
