Morgan Stanley Call 37.5 SDZ 21.03.2025
/ DE000MG2UMM1
Morgan Stanley Call 37.5 SDZ 21.0.../ DE000MG2UMM1 /
| 11/12/2024 9:05:10 AM |
Chg.-0.030 |
Bid9:15:04 AM |
Ask9:15:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.36% |
0.520
Bid Size: 100,000 |
0.530
Ask Size: 100,000 |
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: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.29 |
| Time value: |
0.23 |
| Break-even: |
45.16 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.09 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
+39.47% |
| 3 Months |
|
|
+76.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.560 |
0.290 |
| 6M High / 6M Low: |
0.560 |
0.208 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.56% |
| Volatility 6M: |
|
156.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
