Morgan Stanley Call 72.5 GOB 21.0.../  DE000MG25PP0  /

Stuttgart
2024-06-07  6:33:58 PM Chg.-0.07 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.13EUR -5.83% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 72.50 EUR 2025-03-21 Call
 

Master data

WKN: MG25PP
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.87
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.72
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 0.72
Time value: 0.44
Break-even: 84.10
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 3.57%
Delta: 0.77
Theta: -0.01
Omega: 5.26
Rho: 0.39
 

Quote data

Open: 1.14
High: 1.14
Low: 1.13
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month
  -11.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.13
1M High / 1M Low: 1.43 1.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -