Morgan Stanley Call 4.1 RR/ 21.03.2025
/ DE000MG31ZG6
Morgan Stanley Call 4.1 RR/ 21.03.../ DE000MG31ZG6 /
9/11/2024 2:26:30 PM |
Chg.+0.01 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
+0.76% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
4.10 GBP |
3/21/2025 |
Call |
Master data
WKN: |
MG31ZG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.10 GBP |
Maturity: |
3/21/2025 |
Issue date: |
4/26/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.56 |
Historic volatility: |
0.36 |
Parity: |
0.75 |
Time value: |
0.57 |
Break-even: |
6.19 |
Moneyness: |
1.15 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.76% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
3.09 |
Rho: |
0.01 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.32 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.53% |
1 Month |
|
|
-7.64% |
3 Months |
|
|
+4.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.32 |
1.26 |
1M High / 1M Low: |
1.59 |
1.26 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.47 |
Avg. volume 1M: |
|
700 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |