Morgan Stanley Call 450 LONN 21.03.2025
/ DE000MG567T7
Morgan Stanley Call 450 LONN 21.0.../ DE000MG567T7 /
24/01/2025 11:15:54 |
Chg.+0.02 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
+1.39% |
- Bid Size: - |
- Ask Size: - |
LONZA N |
450.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
MG567T |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
LONZA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
03/06/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.49 |
Historic volatility: |
0.30 |
Parity: |
1.44 |
Time value: |
0.06 |
Break-even: |
623.25 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.67% |
Delta: |
0.93 |
Theta: |
-0.17 |
Omega: |
3.85 |
Rho: |
0.64 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.79% |
1 Month |
|
|
+55.32% |
3 Months |
|
|
+17.74% |
YTD |
|
|
+48.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.19 |
1M High / 1M Low: |
1.46 |
0.96 |
6M High / 6M Low: |
1.53 |
0.80 |
High (YTD): |
24/01/2025 |
1.46 |
Low (YTD): |
15/01/2025 |
0.96 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.11% |
Volatility 6M: |
|
110.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |