Morgan Stanley Call 540 MCO 21.03.2025
/ DE000MG0Y3Q8
Morgan Stanley Call 540 MCO 21.03.../ DE000MG0Y3Q8 /
| 9/23/2024 10:05:57 AM |
Chg.+0.002 |
Bid10:46:10 AM |
Ask10:46:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+1.04% |
0.175
Bid Size: 10,000 |
0.195
Ask Size: 10,000 |
Moodys Corp |
540.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
MG0Y3Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-0.97 |
| Time value: |
0.22 |
| Break-even: |
561.60 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.31 |
| Theta: |
-0.13 |
| Omega: |
6.35 |
| Rho: |
0.57 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.192 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.86% |
| 1 Month |
|
|
+6.01% |
| 3 Months |
|
|
+45.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.175 |
| 1M High / 1M Low: |
0.203 |
0.162 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
