Morgan Stanley Call 475 LONN 21.03.2025
/ DE000MG2UM88
Morgan Stanley Call 475 LONN 21.0.../ DE000MG2UM88 /
2024-12-20 2:52:37 PM |
Chg.-0.070 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-9.72% |
- Bid Size: - |
- Ask Size: - |
LONZA N |
475.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
MG2UM8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LONZA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-23 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.29 |
Historic volatility: |
0.33 |
Parity: |
0.59 |
Time value: |
0.13 |
Break-even: |
581.97 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.81 |
Theta: |
-0.16 |
Omega: |
6.38 |
Rho: |
0.96 |
Quote data
Open: |
0.610 |
High: |
0.650 |
Low: |
0.610 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.47% |
1 Month |
|
|
-10.96% |
3 Months |
|
|
-18.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.650 |
1M High / 1M Low: |
0.960 |
0.620 |
6M High / 6M Low: |
1.350 |
0.540 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.728 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.872 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.33% |
Volatility 6M: |
|
162.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |