Morgan Stanley Call 5.3 RR/ 21.03.2025
/ DE000MG32010
Morgan Stanley Call 5.3 RR/ 21.03.../ DE000MG32010 /
| 2024-06-03 2:51:38 PM |
Chg.+0.100 |
Bid4:20:13 PM |
Ask4:20:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+16.95% |
0.680
Bid Size: 100,000 |
0.690
Ask Size: 100,000 |
Rolls-Royce Holdings... |
5.30 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
MG3201 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.30 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
-0.91 |
| Time value: |
0.61 |
| Break-even: |
6.84 |
| Moneyness: |
0.85 |
| Premium: |
0.29 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
4.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.690 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.560 |
| 1M High / 1M Low: |
0.590 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
