Morgan Stanley Call 32.5 ML 21.03.2025
/ DE000MG2F517
Morgan Stanley Call 32.5 ML 21.03.../ DE000MG2F517 /
1/10/2025 1:19:54 PM |
Chg.+0.007 |
Bid1:33:57 PM |
Ask1:33:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.099EUR |
+7.61% |
0.101 Bid Size: 250,000 |
0.103 Ask Size: 250,000 |
Cie Generale des Eta... |
32.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
MG2F51 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/16/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.15 |
Time value: |
0.10 |
Break-even: |
33.46 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.00 |
Spread %: |
3.23% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
12.64 |
Rho: |
0.02 |
Quote data
Open: |
0.091 |
High: |
0.099 |
Low: |
0.091 |
Previous Close: |
0.092 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.61% |
1 Month |
|
|
-46.49% |
3 Months |
|
|
-71.71% |
YTD |
|
|
-27.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.133 |
0.092 |
1M High / 1M Low: |
0.201 |
0.092 |
6M High / 6M Low: |
0.610 |
0.092 |
High (YTD): |
1/2/2025 |
0.141 |
Low (YTD): |
1/9/2025 |
0.092 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.115 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.340 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.11% |
Volatility 6M: |
|
146.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |