Morgan Stanley Call 4.8 RR/ 21.03.2025
/ DE000MG31ZQ5
Morgan Stanley Call 4.8 RR/ 21.03.../ DE000MG31ZQ5 /
| 9/18/2024 1:54:34 PM |
Chg.-0.040 |
Bid5:03:49 PM |
Ask5:03:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-4.26% |
0.890
Bid Size: 150,000 |
0.900
Ask Size: 150,000 |
Rolls-Royce Holdings... |
4.80 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
MG31ZQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 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: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
0.12 |
| Time value: |
0.79 |
| Break-even: |
6.59 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
3.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.92% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-2.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.790 |
| 1M High / 1M Low: |
1.000 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
