Morgan Stanley Knock-Out MSCI
/ DE000MG0VDU5
Morgan Stanley Knock-Out MSCI/ DE000MG0VDU5 /
| 31/01/2025 20:51:22 |
Chg.+0.02 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+0.97% |
-
Bid Size: - |
-
Ask Size: - |
MSCI Inc |
376.5945 USD |
31/12/2078 |
Call |
Master data
| Issuer: |
Morgan Stanley |
| WKN: |
MG0VDU |
| Currency: |
EUR |
| Underlying: |
MSCI Inc |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
376.5945 USD |
| Maturity: |
Endless |
| Issue date: |
25/03/2024 |
| Last trading day: |
31/12/2078 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Knock-out: |
376.5945 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
186.801 |
| Distance to knock-out %: |
33.97% |
| Distance to strike price: |
186.801 |
| Distance to strike price %: |
33.97% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
1.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.30% |
| 1 Month |
|
|
-7.11% |
| 3 Months |
|
|
+8.85% |
| YTD |
|
|
-7.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
2.07 |
| 1M High / 1M Low: |
2.44 |
1.96 |
| 6M High / 6M Low: |
2.54 |
1.42 |
| High (YTD): |
28/01/2025 |
2.44 |
| Low (YTD): |
10/01/2025 |
1.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.59% |
| Volatility 6M: |
|
57.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
