Morgan Stanley Call 29 UBSG 21.03.2025
/ DE000MG20L68
Morgan Stanley Call 29 UBSG 21.03.../ DE000MG20L68 /
| 1/23/2025 12:18:37 PM |
Chg.-0.13 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-3.86% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
29.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
MG20L6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.59 |
| Time value: |
0.65 |
| Break-even: |
33.97 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
1.89% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
8.05 |
| Rho: |
0.04 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.95% |
| 1 Month |
|
|
+431.15% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
+326.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.19 |
| 1M High / 1M Low: |
3.37 |
0.61 |
| 6M High / 6M Low: |
3.37 |
0.48 |
| High (YTD): |
1/22/2025 |
3.37 |
| Low (YTD): |
1/3/2025 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.75% |
| Volatility 6M: |
|
255.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |