Morgan Stanley Call 85 HOLN 19.09.2025
/ DE000MJ2D6P0
Morgan Stanley Call 85 HOLN 19.09.../ DE000MJ2D6P0 /
| 2024-11-18 10:15:09 AM |
Chg.0.000 |
Bid1:57:30 PM |
Ask1:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.860
Bid Size: 100,000 |
0.870
Ask Size: 100,000 |
HOLCIM N |
85.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
MJ2D6P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
0.34 |
| Time value: |
0.56 |
| Break-even: |
99.84 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
7.18 |
| Rho: |
0.46 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.870 |
| 1M High / 1M Low: |
1.160 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
