Morgan Stanley Call 17.5 R3NK 21.03.2025
/ DE000MJ345A5
Morgan Stanley Call 17.5 R3NK 21..../ DE000MJ345A5 /
1/9/2025 3:38:49 PM |
Chg.+0.020 |
Bid4:49:22 PM |
Ask4:49:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
0.450 Bid Size: 250,000 |
0.470 Ask Size: 250,000 |
RENK GROUP AG INH O.... |
17.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
MJ345A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
RENK GROUP AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
10/16/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.82 |
Historic volatility: |
0.68 |
Parity: |
0.31 |
Time value: |
0.15 |
Break-even: |
22.10 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
3.32 |
Rho: |
0.02 |
Quote data
Open: |
0.440 |
High: |
0.450 |
Low: |
0.440 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.16% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
- |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.300 |
1M High / 1M Low: |
0.430 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/8/2025 |
0.430 |
Low (YTD): |
1/6/2025 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |