Morgan Stanley Call 95 PM 21.03.2025
/ DE000MG0XGR0
Morgan Stanley Call 95 PM 21.03.2.../ DE000MG0XGR0 /
| 2024-05-28 9:45:54 AM |
Chg.0.000 |
Bid10:00:58 AM |
Ask10:00:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.880
Bid Size: 2,000 |
0.920
Ask Size: 2,000 |
Philip Morris Intern... |
95.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0XGR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
0.45 |
| Time value: |
0.48 |
| Break-even: |
96.77 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
7.36 |
| Rho: |
0.48 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+24.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
0.970 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
