Morgan Stanley Call 360 ROK 21.03.2025
/ DE000MG104E1
Morgan Stanley Call 360 ROK 21.03.../ DE000MG104E1 /
| 2024-06-06 11:52:32 AM |
Chg.-0.010 |
Bid3:48:59 PM |
Ask3:48:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.420
Bid Size: 40,000 |
0.510
Ask Size: 40,000 |
Rockwell Automation ... |
360.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG104E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-9.24 |
| Time value: |
0.49 |
| Break-even: |
335.97 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.06 |
| Spread %: |
13.95% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
7.94 |
| Rho: |
0.27 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.04% |
| 1 Month |
|
|
-63.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.360 |
| 1M High / 1M Low: |
1.100 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
