Morgan Stanley Call 625 ZURN 20.12.2024
/ DE000MG04RM8
Morgan Stanley Call 625 ZURN 20.1.../ DE000MG04RM8 /
| 15/08/2024 15:14:34 |
Chg.0.000 |
Bid15/08/2024 |
Ask15/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
0.00% |
0.006
Bid Size: 200,000 |
0.040
Ask Size: 150,000 |
ZURICH INSURANCE N |
625.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
MG04RM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
625.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
123.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
-1.61 |
| Time value: |
0.04 |
| Break-even: |
659.99 |
| Moneyness: |
0.75 |
| Premium: |
0.33 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.03 |
| Spread %: |
566.67% |
| Delta: |
0.10 |
| Theta: |
-0.07 |
| Omega: |
11.93 |
| Rho: |
0.15 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.006 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.006 |
| 1M High / 1M Low: |
0.008 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
