Morgan Stanley Call 42.5 VZ 21.03.2025
/ DE000MG102P1
Morgan Stanley Call 42.5 VZ 21.03.../ DE000MG102P1 /
| 2024-09-24 11:21:44 AM |
Chg.+0.010 |
Bid3:51:29 PM |
Ask3:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.310
Bid Size: 250,000 |
0.320
Ask Size: 250,000 |
Verizon Communicatio... |
42.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG102P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 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: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.16 |
| Time value: |
0.16 |
| Break-even: |
41.45 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.72 |
| Rho: |
0.12 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+85.63% |
| 3 Months |
|
|
+50.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.360 |
0.162 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
