Morgan Stanley Call 430 MCO 21.03.2025
/ DE000MG0XAR3
Morgan Stanley Call 430 MCO 21.03.../ DE000MG0XAR3 /
| 6/13/2024 10:11:44 AM |
Chg.-0.010 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.340
Bid Size: 6,250 |
0.380
Ask Size: 6,250 |
Moodys Corp |
430.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
MG0XAR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
-0.49 |
| Time value: |
0.38 |
| Break-even: |
468.00 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.46 |
| Theta: |
-0.11 |
| Omega: |
4.62 |
| Rho: |
1.06 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.320 |
| 1M High / 1M Low: |
0.360 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
