Morgan Stanley Call 80 HOLN 21.03.2025
/ DE000MG94UX0
Morgan Stanley Call 80 HOLN 21.03.../ DE000MG94UX0 /
| 2024-10-14 1:59:30 PM |
Chg.+0.040 |
Bid4:57:45 PM |
Ask4:57:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+5.41% |
0.810
Bid Size: 50,000 |
0.820
Ask Size: 50,000 |
HOLCIM N |
80.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
MG94UX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.31 |
| Time value: |
0.46 |
| Break-even: |
93.04 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
7.53 |
| Rho: |
0.22 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.680 |
| 1M High / 1M Low: |
0.880 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.723 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
