Morgan Stanley Call 47.5 SDZ 20.06.2025
/ DE000MG8AYB8
Morgan Stanley Call 47.5 SDZ 20.0.../ DE000MG8AYB8 /
| 11/11/2024 12:12:29 PM |
Chg.- |
Bid11:39:07 AM |
Ask11:39:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
- |
0.185
Bid Size: 100,000 |
0.190
Ask Size: 100,000 |
SANDOZ GROUP N |
47.50 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
MG8AYB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/30/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
-0.74 |
| Time value: |
0.20 |
| Break-even: |
52.63 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.54% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
7.01 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.189 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.89% |
| 1 Month |
|
|
+21.95% |
| 3 Months |
|
|
+27.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.182 |
| 1M High / 1M Low: |
0.200 |
0.139 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
