Morgan Stanley Call 5 SBSW 21.03.2025
/ DE000MG0YXF8
Morgan Stanley Call 5 SBSW 21.03..../ DE000MG0YXF8 /
6/3/2024 11:45:36 AM |
Chg.-0.05 |
Bid3:14:42 PM |
Ask3:14:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-4.35% |
1.14 Bid Size: 3,750 |
1.21 Ask Size: 3,750 |
Sibanye Stillwater |
5.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG0YXF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sibanye Stillwater |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 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: |
3.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.70 |
Historic volatility: |
0.54 |
Parity: |
0.06 |
Time value: |
1.17 |
Break-even: |
5.84 |
Moneyness: |
1.01 |
Premium: |
0.25 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.07 |
Spread %: |
6.03% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
2.47 |
Rho: |
0.01 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.73% |
1 Month |
|
|
+13.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.15 |
1M High / 1M Low: |
1.63 |
0.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |