Morgan Stanley Call 1600 TDG 21.03.2025
/ DE000MG0ZY57
Morgan Stanley Call 1600 TDG 21.0.../ DE000MG0ZY57 /
2024-06-14 5:39:54 PM |
Chg.-0.050 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
-12.82% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,600.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
MG0ZY5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,600.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-28 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-2.85 |
Time value: |
0.43 |
Break-even: |
1,537.66 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.07 |
Spread %: |
19.44% |
Delta: |
0.27 |
Theta: |
-0.20 |
Omega: |
7.50 |
Rho: |
2.14 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.340 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.05% |
1 Month |
|
|
-12.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.340 |
1M High / 1M Low: |
0.530 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.435 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |