Morgan Stanley Call 77.5 TD 21.03.2025
/ DE000MG0ZFZ0
Morgan Stanley Call 77.5 TD 21.03.../ DE000MG0ZFZ0 /
2024-05-31 6:19:14 PM |
Chg.- |
Bid10:41:33 AM |
Ask10:41:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
- |
0.036 Bid Size: 5,000 |
0.051 Ask Size: 5,000 |
Toronto Dominion Ban... |
77.50 USD |
2025-03-21 |
Call |
Master data
WKN: |
MG0ZFZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Toronto Dominion Bank |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 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: |
101.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-1.99 |
Time value: |
0.05 |
Break-even: |
71.92 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
41.67% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
10.53 |
Rho: |
0.04 |
Quote data
Open: |
0.034 |
High: |
0.036 |
Low: |
0.034 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-16.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.033 |
1M High / 1M Low: |
0.044 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |