Morgan Stanley Call 85 HOLN 21.03.2025
/ DE000MG94UY8
Morgan Stanley Call 85 HOLN 21.03.../ DE000MG94UY8 /
| 23/01/2025 13:58:08 |
Chg.+0.030 |
Bid14:09:41 |
Ask14:09:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
0.620
Bid Size: 80,000 |
0.630
Ask Size: 80,000 |
HOLCIM N |
85.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
MG94UY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
09/08/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.37 |
| Time value: |
0.24 |
| Break-even: |
96.16 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
10.54 |
| Rho: |
0.09 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+8.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.470 |
| 1M High / 1M Low: |
0.680 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.680 |
| Low (YTD): |
14/01/2025 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.515 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |