Morgan Stanley Call 480 MSI 20.06.2025
/ DE000MJ21FP4
Morgan Stanley Call 480 MSI 20.06.../ DE000MJ21FP4 /
2024-11-19 4:48:32 PM |
Chg.-0.18 |
Bid5:17:45 PM |
Ask5:17:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
-6.43% |
2.66 Bid Size: 20,000 |
2.70 Ask Size: 20,000 |
Motorola Solutions I... |
480.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
MJ21FP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-09-30 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.20 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.13 |
Historic volatility: |
0.16 |
Parity: |
0.98 |
Time value: |
1.87 |
Break-even: |
481.56 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
1.42% |
Delta: |
0.67 |
Theta: |
-0.06 |
Omega: |
10.88 |
Rho: |
1.64 |
Quote data
Open: |
2.66 |
High: |
2.66 |
Low: |
2.62 |
Previous Close: |
2.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.78% |
1 Month |
|
|
+8.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.99 |
2.80 |
1M High / 1M Low: |
2.99 |
1.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |