Morgan Stanley Call 8 SBSW 21.03.2025
/ DE000MG26U95
Morgan Stanley Call 8 SBSW 21.03..../ DE000MG26U95 /
| 6/14/2024 2:45:43 PM |
Chg.+0.010 |
Bid4:06:15 PM |
Ask4:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.370
Bid Size: 40,000 |
0.440
Ask Size: 40,000 |
Sibanye Stillwater |
8.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG26U9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.56 |
| Parity: |
-3.38 |
| Time value: |
0.42 |
| Break-even: |
7.87 |
| Moneyness: |
0.55 |
| Premium: |
0.93 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
3.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-28.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.730 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
