Morgan Stanley Call 450 MSI 20.06.2025
/ DE000MG84WA5
Morgan Stanley Call 450 MSI 20.06.../ DE000MG84WA5 /
2024-11-07 11:51:13 AM |
Chg.+0.020 |
Bid2:06:32 PM |
Ask2:06:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+4.00% |
0.530 Bid Size: 2,000 |
0.540 Ask Size: 2,000 |
Motorola Solutions I... |
450.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
MG84WA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-26 |
Last trading day: |
2025-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.28 |
Historic volatility: |
0.14 |
Parity: |
0.18 |
Time value: |
0.33 |
Break-even: |
470.31 |
Moneyness: |
1.04 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.65 |
Theta: |
-0.10 |
Omega: |
5.58 |
Rho: |
1.44 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.84% |
1 Month |
|
|
+40.54% |
3 Months |
|
|
+118.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.380 |
1M High / 1M Low: |
0.580 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
400 |
Avg. price 1M: |
|
0.476 |
Avg. volume 1M: |
|
86.957 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |