Morgan Stanley Call 92.5 GOB 20.1.../  DE000MG25PY2  /

Stuttgart
6/21/2024  6:03:10 PM Chg.-0.031 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.085EUR -26.72% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 92.50 EUR 12/20/2024 Call
 

Master data

WKN: MG25PY
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 92.50 EUR
Maturity: 12/20/2024
Issue date: 4/11/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.79
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -1.94
Time value: 0.09
Break-even: 93.44
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 11.90%
Delta: 0.14
Theta: -0.01
Omega: 11.23
Rho: 0.05
 

Quote data

Open: 0.094
High: 0.094
Low: 0.085
Previous Close: 0.116
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.60%
1 Month
  -62.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.116 0.085
1M High / 1M Low: 0.270 0.085
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -