Morgan Stanley Call 85 HOLN 21.03.2025
/ DE000MG94UY8
Morgan Stanley Call 85 HOLN 21.03.../ DE000MG94UY8 /
2024-10-14 1:59:30 PM |
Chg.+0.030 |
Bid8:00:08 PM |
Ask8:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+6.98% |
- Bid Size: - |
- Ask Size: - |
HOLCIM N |
85.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
MG94UY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 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: |
19.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
-0.22 |
Time value: |
0.46 |
Break-even: |
95.27 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.50 |
Theta: |
-0.02 |
Omega: |
9.58 |
Rho: |
0.17 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.95% |
1 Month |
|
|
+21.05% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.550 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.446 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |