Morgan Stanley Call 47.5 ROL 21.03.2025
/ DE000MG0ZQ32
Morgan Stanley Call 47.5 ROL 21.0.../ DE000MG0ZQ32 /
| 26/09/2024 17:36:54 |
Chg.- |
Bid10:00:02 |
Ask10:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
- |
0.550
Bid Size: 6,250 |
0.600
Ask Size: 5,000 |
Rollins Inc |
47.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG0ZQ3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rollins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.23 |
| Time value: |
0.35 |
| Break-even: |
48.30 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.07 |
| Rho: |
0.11 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
+5.36% |
| 3 Months |
|
|
-15.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.550 |
| 1M High / 1M Low: |
0.700 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
