Morgan Stanley Call 47 RKT 21.03.2025
/ DE000MG5D3L9
Morgan Stanley Call 47 RKT 21.03..../ DE000MG5D3L9 /
| 24/01/2025 11:50:42 |
Chg.+0.070 |
Bid17:30:00 |
Ask17:30:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+11.86% |
-
Bid Size: - |
-
Ask Size: - |
Reckitt Benckiser Gr... |
47.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
MG5D3L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Reckitt Benckiser Group PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
06/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.22 |
| Break-even: |
62.24 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
6.56 |
| Rho: |
0.06 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+40.43% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
+40.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.550 |
| 1M High / 1M Low: |
0.650 |
0.470 |
| 6M High / 6M Low: |
0.780 |
0.234 |
| High (YTD): |
10/01/2025 |
0.650 |
| Low (YTD): |
07/01/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.86% |
| Volatility 6M: |
|
156.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |