Morgan Stanley Call 375 SYK 21.03.2025
/ DE000MG80G54
Morgan Stanley Call 375 SYK 21.03.../ DE000MG80G54 /
15/10/2024 11:58:36 |
Chg.+0.001 |
Bid20:08:43 |
Ask20:08:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.166EUR |
+0.61% |
0.168 Bid Size: 100,000 |
0.175 Ask Size: 100,000 |
Stryker Corp |
375.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG80G5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Stryker Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
375.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
25/07/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.14 |
Time value: |
0.18 |
Break-even: |
361.25 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
5.42% |
Delta: |
0.47 |
Theta: |
-0.08 |
Omega: |
8.77 |
Rho: |
0.58 |
Quote data
Open: |
0.166 |
High: |
0.166 |
Low: |
0.166 |
Previous Close: |
0.165 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.75% |
1 Month |
|
|
-30.54% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.165 |
0.126 |
1M High / 1M Low: |
0.243 |
0.118 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
2,380.952 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |