Morgan Stanley Call 5.75 BSD2 21.03.2025
/ DE000MG20NU6
Morgan Stanley Call 5.75 BSD2 21..../ DE000MG20NU6 /
| 2024-05-07 5:54:48 PM |
Chg.- |
Bid9:15:49 AM |
Ask9:15:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
- |
0.227
Bid Size: 175,000 |
0.230
Ask Size: 175,000 |
BCO SANTANDER N.EO0,... |
5.75 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
MG20NU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.75 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.02 |
| Time value: |
0.22 |
| Break-even: |
5.97 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
1.83% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
6.69 |
| Rho: |
0.01 |
Quote data
| Open: |
0.205 |
| High: |
0.219 |
| Low: |
0.205 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.219 |
0.187 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
