Morgan Stanley Call 475 ZURN 21.03.2025
/ DE000MG3T3E8
Morgan Stanley Call 475 ZURN 21.0.../ DE000MG3T3E8 /
10/18/2024 4:36:41 PM |
Chg.+0.040 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
475.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
MG3T3E |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
475.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
5/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
0.52 |
Time value: |
0.13 |
Break-even: |
571.40 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.84 |
Theta: |
-0.09 |
Omega: |
7.21 |
Rho: |
1.70 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
+36.17% |
3 Months |
|
|
+120.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.520 |
1M High / 1M Low: |
0.630 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |