Morgan Stanley Call 15 REP 21.03.2025
/ DE000MG0R2F2
Morgan Stanley Call 15 REP 21.03..../ DE000MG0R2F2 /
05/06/2024 18:59:33 |
Chg.-0.04 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.97EUR |
-3.96% |
0.97 Bid Size: 1,000 |
1.03 Ask Size: 1,000 |
REPSOL S.A. INH. ... |
15.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
MG0R2F |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.20 |
Parity: |
-0.43 |
Time value: |
1.04 |
Break-even: |
16.04 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
0.54 |
Theta: |
0.00 |
Omega: |
7.51 |
Rho: |
0.05 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
0.97 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.81% |
1 Month |
|
|
-8.49% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.01 |
1M High / 1M Low: |
1.38 |
1.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |