Morgan Stanley Call 5.5 SBSW 21.03.2025
/ DE000MG0YXG6
Morgan Stanley Call 5.5 SBSW 21.0.../ DE000MG0YXG6 /
| 2024-05-21 8:58:12 PM |
Chg.-0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-5.11% |
-
Bid Size: - |
-
Ask Size: - |
Sibanye Stillwater |
5.50 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0YXG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
0.17 |
| Time value: |
1.31 |
| Break-even: |
6.54 |
| Moneyness: |
1.03 |
| Premium: |
0.25 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.09 |
| Spread %: |
6.47% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
2.36 |
| Rho: |
0.02 |
Quote data
| Open: |
1.29 |
| High: |
1.36 |
| Low: |
1.29 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+12.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.00 |
| 1M High / 1M Low: |
1.42 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
