Morgan Stanley Call 400 2FE 21.03.2025
/ DE000MG5XDY2
Morgan Stanley Call 400 2FE 21.03.../ DE000MG5XDY2 /
16/08/2024 13:29:54 |
Chg.+0.15 |
Bid19:52:54 |
Ask19:52:54 |
Underlying |
Strike price |
Expiration date |
Option type |
2.79EUR |
+5.68% |
2.75 Bid Size: 1,250 |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
MG5XDY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
15.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.64 |
Intrinsic value: |
1.76 |
Implied volatility: |
0.05 |
Historic volatility: |
0.25 |
Parity: |
1.76 |
Time value: |
0.88 |
Break-even: |
426.40 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.33% |
Delta: |
0.95 |
Theta: |
-0.04 |
Omega: |
15.08 |
Rho: |
2.21 |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.79 |
Previous Close: |
2.64 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+46.07% |
1 Month |
|
|
+37.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.64 |
1.91 |
1M High / 1M Low: |
2.64 |
1.64 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |