We present the results of wide-band (720-2400 MHz) study of PSR B1821-24A (J1824-2452A, M28A), an energetic millisecond pulsar visible in radio, X-rays and gamma-rays. In radio, the pulsar has a complex average profile which spans >85% of the spin period and exhibits strong evolution with observing frequency. For the first time we measure phase-resolved polarization properties and spectral indices of radio emission throughout almost all of the on-pulse window. We combine this knowledge with the high-energy information to compare M28A to other known gamma-ray millisecond pulsars and to speculate that M28As radio emission originates in multiple regions within its magnetosphere (i.e. both in the slot or outer gaps near the light cylinder and at lower altitudes above the polar cap). M28A is one of the handful of pulsars which are known to emit Giant Pulses (GPs) -- short, bright radio pulses of unknown nature. We report a drop in the linear polarization of the average profile in both windows of GP generation and also a `W-shaped absorption feature (resembling a double notch), partly overlapping with one of the GP windows. The GPs themselves have broadband spectra consisting of multiple patches with fractional spectral width ($Delta u/ u$) of about 0.07. Although our time resolution was not sufficient to resolve the GP structure on the microsecond scale, we argue that GPs from this pulsar most closely resemble the GPs from the main pulse of the Crab pulsar, which consist of a series of narrowband nanoshots.