Morgan Stanley Call 425 ZURN 21.03.2025
/ DE000MG3T3D0
Morgan Stanley Call 425 ZURN 21.0.../ DE000MG3T3D0 /
| 16/07/2024 16:39:31 |
Chg.-0.040 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
425.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
MG3T3D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
0.52 |
| Time value: |
0.17 |
| Break-even: |
505.06 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
5.99 |
| Rho: |
2.34 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+1.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.660 |
| 1M High / 1M Low: |
0.760 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
