Morgan Stanley Call 87.5 AZN 21.03.2025
/ DE000MG26UN3
Morgan Stanley Call 87.5 AZN 21.0.../ DE000MG26UN3 /
| 2024-05-31 6:56:53 PM |
Chg.- |
Bid9:56:10 AM |
Ask9:56:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
0.290
Bid Size: 3,750 |
0.310
Ask Size: 3,750 |
AstraZeneca PLC |
87.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG26UN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.87 |
| Time value: |
0.33 |
| Break-even: |
83.93 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
8.10 |
| Rho: |
0.19 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.360 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
