Morgan Stanley Call 7 SBSW 21.03.2025
/ DE000MG26U87
Morgan Stanley Call 7 SBSW 21.03..../ DE000MG26U87 /
| 2024-05-21 6:17:56 PM |
Chg.-0.080 |
Bid6:23:21 PM |
Ask6:23:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-8.70% |
0.860
Bid Size: 80,000 |
0.940
Ask Size: 80,000 |
Sibanye Stillwater |
7.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG26U8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sibanye Stillwater |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.54 |
| Parity: |
-1.21 |
| Time value: |
1.00 |
| Break-even: |
7.45 |
| Moneyness: |
0.81 |
| Premium: |
0.42 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.08 |
| Spread %: |
8.70% |
| Delta: |
0.52 |
| Theta: |
0.00 |
| Omega: |
2.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.840 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.23% |
| 1 Month |
|
|
+6.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.650 |
| 1M High / 1M Low: |
0.920 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
