Morgan Stanley Call 80 HOLN 21.03.2025
/ DE000MG94UX0
Morgan Stanley Call 80 HOLN 21.03.../ DE000MG94UX0 /
12/09/2024 13:36:33 |
Chg.+0.040 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+7.27% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
80.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
MG94UX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
09/08/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-0.12 |
Time value: |
0.52 |
Break-even: |
90.44 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
8.71 |
Rho: |
0.21 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+40.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.540 |
1M High / 1M Low: |
0.720 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.561 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |