Morgan Stanley Call 40 SDZ 20.12.2024
/ DE000MG2EZZ9
Morgan Stanley Call 40 SDZ 20.12..../ DE000MG2EZZ9 /
| 11/11/2024 12:05:07 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
40.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
MG2EZZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.02 |
| Time value: |
0.20 |
| Break-even: |
44.78 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.37% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
10.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
+64.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.205 |
| 1M High / 1M Low: |
0.250 |
0.105 |
| 6M High / 6M Low: |
0.250 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.73% |
| Volatility 6M: |
|
182.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
