Morgan Stanley Call 36 RNL 21.03.2025
/ DE000MJ2D709
Morgan Stanley Call 36 RNL 21.03..../ DE000MJ2D709 /
| 1/21/2025 4:17:07 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
36.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
MJ2D70 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
10/4/2024 |
| Last trading day: |
1/22/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
1.26 |
| Time value: |
0.03 |
| Break-even: |
48.90 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.61 |
| Rho: |
0.05 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.28 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.76% |
| 1 Month |
|
|
+15.32% |
| 3 Months |
|
|
+43.82% |
| YTD |
|
|
+8.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.27 |
| 1M High / 1M Low: |
1.33 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
1.33 |
| Low (YTD): |
1/10/2025 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |