Morgan Stanley Call 450 MSI 21.03.2025
/ DE000MG84623
Morgan Stanley Call 450 MSI 21.03.../ DE000MG84623 /
11/7/2024 11:50:14 AM |
Chg.+0.020 |
Bid11/7/2024 |
Ask11/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+5.00% |
0.420 Bid Size: 10,000 |
0.430 Ask Size: 10,000 |
Motorola Solutions I... |
450.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG8462 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/26/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.29 |
Historic volatility: |
0.14 |
Parity: |
0.18 |
Time value: |
0.24 |
Break-even: |
461.31 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.65 |
Theta: |
-0.12 |
Omega: |
6.79 |
Rho: |
0.89 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
+44.83% |
3 Months |
|
|
+138.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.300 |
1M High / 1M Low: |
0.480 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
17.391 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |