Morgan Stanley Call 4.4 RR/ 21.03.2025
/ DE000MG31ZK8
Morgan Stanley Call 4.4 RR/ 21.03.../ DE000MG31ZK8 /
| 8/5/2024 2:45:38 PM |
Chg.-0.30 |
Bid4:35:45 PM |
Ask4:35:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.87EUR |
-25.64% |
0.92
Bid Size: 50,000 |
0.94
Ask Size: 50,000 |
Rolls-Royce Holdings... |
4.40 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
MG31ZK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 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: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
0.21 |
| Time value: |
0.91 |
| Break-even: |
6.28 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
3.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.87 |
| High: |
0.87 |
| Low: |
0.87 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
+6.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
0.93 |
| 1M High / 1M Low: |
1.39 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
