Morgan Stanley Call 77.5 AZN 21.03.2025
/ DE000MG0YPA5
Morgan Stanley Call 77.5 AZN 21.0.../ DE000MG0YPA5 /
| 1/9/2025 5:49:13 PM |
Chg.- |
Bid8:36:38 AM |
Ask8:36:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
- |
0.050
Bid Size: 5,000 |
0.071
Ask Size: 5,000 |
AstraZeneca PLC |
77.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0YPA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
140.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.06 |
| Time value: |
0.05 |
| Break-even: |
75.61 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.00 |
| Spread %: |
6.98% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
17.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.049 |
| Low: |
0.040 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.50% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
-89.57% |
| YTD |
|
|
+19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.040 |
| 1M High / 1M Low: |
0.071 |
0.040 |
| 6M High / 6M Low: |
1.250 |
0.040 |
| High (YTD): |
1/6/2025 |
0.052 |
| Low (YTD): |
1/3/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.11% |
| Volatility 6M: |
|
195.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |