Morgan Stanley Call 90 AEP 21.03.2025
/ DE000MG0ZG34
Morgan Stanley Call 90 AEP 21.03..../ DE000MG0ZG34 /
| 11/11/2024 6:21:22 PM |
Chg.- |
Bid8:01:24 AM |
Ask8:01:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
0.740
Bid Size: 5,000 |
0.760
Ask Size: 5,000 |
American Electric Po... |
90.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0ZG3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.36 |
| Break-even: |
92.20 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
7.85 |
| Rho: |
0.19 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.63% |
| 1 Month |
|
|
-16.50% |
| 3 Months |
|
|
-19.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.820 |
| 1M High / 1M Low: |
1.250 |
0.820 |
| 6M High / 6M Low: |
1.590 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.049 |
| Avg. volume 1M: |
|
114.286 |
| Avg. price 6M: |
|
0.953 |
| Avg. volume 6M: |
|
18.321 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.62% |
| Volatility 6M: |
|
121.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
