Morgan Stanley Call 390 MCO 21.03.2025
/ DE000MG0XAM4
Morgan Stanley Call 390 MCO 21.03.../ DE000MG0XAM4 /
6/12/2024 8:42:08 PM |
Chg.+0.030 |
Bid8:58:52 PM |
Ask8:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+5.66% |
0.570 Bid Size: 80,000 |
0.600 Ask Size: 80,000 |
Moodys Corp |
390.00 - |
3/21/2025 |
Call |
Master data
WKN: |
MG0XAM |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Moodys Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/27/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.18 |
Parity: |
-0.14 |
Time value: |
0.55 |
Break-even: |
445.00 |
Moneyness: |
0.96 |
Premium: |
0.18 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.57 |
Theta: |
-0.12 |
Omega: |
3.86 |
Rho: |
1.22 |
Quote data
Open: |
0.510 |
High: |
0.560 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.82% |
1 Month |
|
|
+5.66% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.510 |
1M High / 1M Low: |
0.570 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.532 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |