Morgan Stanley Call 500 LONN 19.09.2025
/ DE000MJ2DRA8
Morgan Stanley Call 500 LONN 19.0.../ DE000MJ2DRA8 /
| 2025-01-15 10:34:29 AM |
Chg.-0.060 |
Bid3:31:47 PM |
Ask3:31:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
0.790
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
LONZA N |
500.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
MJ2DRA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
LONZA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.30 |
| Parity: |
0.51 |
| Time value: |
0.25 |
| Break-even: |
607.68 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
5.89 |
| Rho: |
2.52 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.10% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.24% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.780 |
| 1M High / 1M Low: |
0.930 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-09 |
0.930 |
| Low (YTD): |
2025-01-03 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
