Morgan Stanley Call 75 HOLN 20.06.2025
/ DE000MG94UV4
Morgan Stanley Call 75 HOLN 20.06.../ DE000MG94UV4 /
12/09/2024 13:36:33 |
Chg.+0.050 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+5.21% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
75.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
MG94UV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
09/08/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.19 |
Historic volatility: |
0.21 |
Parity: |
0.41 |
Time value: |
0.50 |
Break-even: |
89.02 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
6.51 |
Rho: |
0.39 |
Quote data
Open: |
1.010 |
High: |
1.010 |
Low: |
1.010 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.00% |
1 Month |
|
|
+32.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.930 |
1M High / 1M Low: |
1.160 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.962 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |