Morgan Stanley Call 52.5 ABBN 20.06.2025
/ DE000MG6ZVB5
Morgan Stanley Call 52.5 ABBN 20..../ DE000MG6ZVB5 /
2024-12-20 10:53:34 AM |
Chg.-0.024 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
52.50 CHF |
2025-06-20 |
Call |
Master data
WKN: |
MG6ZVB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.50 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-04 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-0.41 |
Time value: |
0.18 |
Break-even: |
58.16 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.00 |
Spread %: |
1.70% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
10.72 |
Rho: |
0.09 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.174 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-34.78% |
3 Months |
|
|
-28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.150 |
1M High / 1M Low: |
0.330 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.247 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.268 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |