Morgan Stanley Call 4.25 BSD2 21.03.2025
/ DE000MG0RQV3
Morgan Stanley Call 4.25 BSD2 21..../ DE000MG0RQV3 /
| 2024-06-07 6:50:09 PM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.25 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG0RQV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.48 |
| Time value: |
0.34 |
| Break-even: |
5.07 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.800 |
| High: |
0.820 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
