Morgan Stanley Call 72.5 ZYA 17.01.2025
/ DE000MG5MRV1
Morgan Stanley Call 72.5 ZYA 17.0.../ DE000MG5MRV1 /
2024-09-17 8:22:24 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
- |
- Bid Size: - |
- Ask Size: - |
STATE STREET CORP. ... |
72.50 - |
2025-01-17 |
Call |
Master data
WKN: |
MG5MRV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
STATE STREET CORP. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 - |
Maturity: |
2025-01-17 |
Issue date: |
2024-06-11 |
Last trading day: |
2024-09-18 |
Ratio: |
20:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.65 |
Historic volatility: |
0.19 |
Parity: |
0.35 |
Time value: |
0.38 |
Break-even: |
87.10 |
Moneyness: |
1.10 |
Premium: |
0.09 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
2.82% |
Delta: |
0.68 |
Theta: |
-0.05 |
Omega: |
3.71 |
Rho: |
0.11 |
Quote data
Open: |
0.670 |
High: |
0.710 |
Low: |
0.670 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+18.33% |
3 Months |
|
|
+121.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.710 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.624 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |