Morgan Stanley Call 110 CFR 21.03.../  DE000MJ0ZNY4  /

Stuttgart
10/01/2025  10:36:22 Chg.0.00 Bid12:42:14 Ask12:42:14 Underlying Strike price Expiration date Option type
3.31EUR 0.00% 3.32
Bid Size: 50,000
3.33
Ask Size: 50,000
RICHEMONT N 110.00 CHF 21/03/2025 Call
 

Master data

WKN: MJ0ZNY
Issuer: Morgan Stanley
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 21/03/2025
Issue date: 12/09/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.13
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 3.13
Time value: 0.17
Break-even: 150.08
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.92
Theta: -0.04
Omega: 4.13
Rho: 0.20
 

Quote data

Open: 3.31
High: 3.31
Low: 3.31
Previous Close: 3.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.59%
1 Month  
+26.34%
3 Months  
+21.25%
YTD  
+7.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.42 2.94
1M High / 1M Low: 3.42 2.62
6M High / 6M Low: - -
High (YTD): 08/01/2025 3.42
Low (YTD): 03/01/2025 2.94
52W High: - -
52W Low: - -
Avg. price 1W:   3.25
Avg. volume 1W:   0.00
Avg. price 1M:   3.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -