Morgan Stanley Call 45 SDZ 21.03.2025
/ DE000MG86VG9
Morgan Stanley Call 45 SDZ 21.03..../ DE000MG86VG9 /
| 12/11/2024 12:14:50 |
Chg.-0.023 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
-12.43% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
45.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
MG86VG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
-0.48 |
| Time value: |
0.18 |
| Break-even: |
49.78 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
2.81% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
8.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.185 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.72% |
| 3 Months |
|
|
+16.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.162 |
| 1M High / 1M Low: |
0.185 |
0.114 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
