Morgan Stanley Call 42 RNL 21.03.2025
/ DE000MG887Y9
Morgan Stanley Call 42 RNL 21.03..../ DE000MG887Y9 /
| 1/24/2025 9:03:48 PM |
Chg.+0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+3.95% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
42.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
MG887Y |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.66 |
| Time value: |
0.10 |
| Break-even: |
49.60 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
5.30 |
| Rho: |
0.05 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.28% |
| 1 Month |
|
|
+25.40% |
| 3 Months |
|
|
+64.58% |
| YTD |
|
|
+19.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.710 |
| 1M High / 1M Low: |
0.840 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.840 |
| Low (YTD): |
1/10/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |