Morgan Stanley Call 68 AA 21.03.2025
/ DE000MG4JSE4
Morgan Stanley Call 68 AA 21.03.2.../ DE000MG4JSE4 /
| 11/6/2024 2:02:53 PM |
Chg.+0.013 |
Bid5:51:06 PM |
Ask5:51:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
+25.49% |
0.074
Bid Size: 100,000 |
0.080
Ask Size: 100,000 |
Alcoa Corporation |
68.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG4JSE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Alcoa Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.45 |
| Parity: |
-2.31 |
| Time value: |
0.06 |
| Break-even: |
62.82 |
| Moneyness: |
0.63 |
| Premium: |
0.61 |
| Premium p.a.: |
2.60 |
| Spread abs.: |
0.00 |
| Spread %: |
6.78% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
7.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.064 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+30.61% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.045 |
| 1M High / 1M Low: |
0.065 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
