Morgan Stanley Call 57.5 TD 21.03.2025
/ DE000MG0ZFR7
Morgan Stanley Call 57.5 TD 21.03.../ DE000MG0ZFR7 /
05/09/2024 21:26:45 |
Chg.+0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+19.51% |
- Bid Size: - |
- Ask Size: - |
Toronto Dominion Ban... |
57.50 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG0ZFR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Toronto Dominion Bank |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.50 USD |
Maturity: |
21/03/2025 |
Issue date: |
28/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
0.15 |
Time value: |
0.27 |
Break-even: |
56.09 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
8.45 |
Rho: |
0.17 |
Quote data
Open: |
0.390 |
High: |
0.490 |
Low: |
0.390 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.95% |
1 Month |
|
|
+53.13% |
3 Months |
|
|
+58.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.400 |
1M High / 1M Low: |
0.490 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.406 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |