Morgan Stanley Call 16 REP 21.03.2025
/ DE000MG0R2G0
Morgan Stanley Call 16 REP 21.03..../ DE000MG0R2G0 /
| 04/06/2024 18:57:49 |
Chg.-0.060 |
Bid21:01:05 |
Ask21:01:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-8.00% |
0.690
Bid Size: 1,000 |
0.710
Ask Size: 1,000 |
REPSOL S.A. INH. ... |
16.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
MG0R2G |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
-1.18 |
| Time value: |
0.82 |
| Break-even: |
16.82 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
7.89% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
7.94 |
| Rho: |
0.05 |
Quote data
| Open: |
0.670 |
| High: |
0.700 |
| Low: |
0.670 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.87% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.750 |
| 1M High / 1M Low: |
0.970 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
