Morgan Stanley Call 390 HD 21.03.2025
/ DE000MG81R35
Morgan Stanley Call 390 HD 21.03..../ DE000MG81R35 /
| 06/11/2024 18:02:45 |
Chg.-0.21 |
Bid20:42:32 |
Ask20:42:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-16.41% |
1.16
Bid Size: 20,000 |
1.18
Ask Size: 20,000 |
Home Depot Inc |
390.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG81R3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.03 |
| Historic volatility: |
0.18 |
| Parity: |
0.92 |
| Time value: |
0.42 |
| Break-even: |
370.09 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
26.60 |
| Rho: |
1.27 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.07 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.75% |
| 1 Month |
|
|
-26.21% |
| 3 Months |
|
|
+32.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.24 |
| 1M High / 1M Low: |
1.63 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
