Morgan Stanley Call 90 HOLN 19.09.2025
/ DE000MJ2D6Q8
Morgan Stanley Call 90 HOLN 19.09.../ DE000MJ2D6Q8 /
| 2024-11-18 10:15:09 AM |
Chg.0.000 |
Bid1:41:07 PM |
Ask1:41:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
0.580
Bid Size: 100,000 |
0.590
Ask Size: 100,000 |
HOLCIM N |
90.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
MJ2D6Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
15.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
-0.19 |
| Time value: |
0.61 |
| Break-even: |
102.28 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
8.44 |
| Rho: |
0.38 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.05% |
| 1 Month |
|
|
+37.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.590 |
| 1M High / 1M Low: |
0.820 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
