Morgan Stanley Call 61 DAL 21.03.2025
/ DE000MG5D697
Morgan Stanley Call 61 DAL 21.03..../ DE000MG5D697 /
| 14/11/2024 18:14:31 |
Chg.+0.040 |
Bid20:00:43 |
Ask20:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+5.00% |
0.850
Bid Size: 150,000 |
0.860
Ask Size: 150,000 |
Delta Air Lines Inc |
61.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG5D69 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
06/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.33 |
| Time value: |
0.47 |
| Break-even: |
65.73 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.97 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.73% |
| 1 Month |
|
|
+326.40% |
| 3 Months |
|
|
+2233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.550 |
| 1M High / 1M Low: |
0.800 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
