Morgan Stanley Call 5.5 SBSW 21.03.2025
/ DE000MG0YXG6
Morgan Stanley Call 5.5 SBSW 21.0.../ DE000MG0YXG6 /
| 6/14/2024 6:29:37 PM |
Chg.+0.090 |
Bid7:35:07 PM |
Ask7:35:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+13.64% |
0.740
Bid Size: 40,000 |
0.840
Ask Size: 40,000 |
Sibanye Stillwater |
5.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0YXG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.56 |
| Parity: |
-1.05 |
| Time value: |
0.75 |
| Break-even: |
5.87 |
| Moneyness: |
0.79 |
| Premium: |
0.44 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.08 |
| Spread %: |
11.94% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
2.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.750 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.63% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
1.420 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
