Morgan Stanley Call 450 ZURN 21.03.2025
/ DE000MG24SJ0
Morgan Stanley Call 450 ZURN 21.0.../ DE000MG24SJ0 /
8/14/2024 12:38:09 PM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+11.43% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
MG24SJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
4/11/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
0.13 |
Time value: |
0.25 |
Break-even: |
511.33 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.67 |
Theta: |
-0.08 |
Omega: |
8.52 |
Rho: |
1.71 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.48% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
+21.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.290 |
1M High / 1M Low: |
0.520 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.414 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |