Morgan Stanley Call 70 HOLN 20.06.2025
/ DE000MG94UT8
Morgan Stanley Call 70 HOLN 20.06.../ DE000MG94UT8 /
10/14/2024 1:59:30 PM |
Chg.+0.04 |
Bid2:35:36 PM |
Ask2:35:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+2.44% |
1.70 Bid Size: 50,000 |
1.71 Ask Size: 50,000 |
HOLCIM N |
70.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
MG94UT |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
8/9/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.63 |
Intrinsic value: |
1.38 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
1.38 |
Time value: |
0.30 |
Break-even: |
91.47 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
4.51 |
Rho: |
0.40 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.64 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
+15.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.64 |
1.54 |
1M High / 1M Low: |
1.79 |
1.48 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |