Morgan Stanley Call 40 SDZ 20.06.2025
/ DE000MG86VD6
Morgan Stanley Call 40 SDZ 20.06..../ DE000MG86VD6 /
| 11/12/2024 12:14:50 PM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-8.51% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
40.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
MG86VD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.41 |
| Break-even: |
47.32 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
5.51 |
| Rho: |
0.13 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+30.30% |
| 3 Months |
|
|
+53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.470 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
