Morgan Stanley Call 72.5 TWLO 21.03.2025
/ DE000MG3SFJ3
Morgan Stanley Call 72.5 TWLO 21..../ DE000MG3SFJ3 /
| 15/11/2024 20:56:26 |
Chg.-0.12 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-4.40% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
72.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG3SFJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
2.29 |
| Time value: |
0.34 |
| Break-even: |
95.17 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.98 |
| Rho: |
0.18 |
Quote data
| Open: |
2.60 |
| High: |
2.63 |
| Low: |
2.60 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.18% |
| 1 Month |
|
|
+295.45% |
| 3 Months |
|
|
+605.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.34 |
| 1M High / 1M Low: |
2.73 |
0.65 |
| 6M High / 6M Low: |
2.73 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.29% |
| Volatility 6M: |
|
174.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
