Morgan Stanley Call 5.2 RR/ 21.03.2025
/ DE000MG31ZZ6
Morgan Stanley Call 5.2 RR/ 21.03.../ DE000MG31ZZ6 /
| 11/15/2024 2:33:49 PM |
Chg.-0.130 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-13.27% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
5.20 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
MG31ZZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.31 |
| Time value: |
0.59 |
| Break-even: |
7.13 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
4.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.56% |
| 1 Month |
|
|
-24.78% |
| 3 Months |
|
|
+11.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.850 |
| 1M High / 1M Low: |
1.280 |
0.850 |
| 6M High / 6M Low: |
1.280 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.736 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.27% |
| Volatility 6M: |
|
145.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
