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

Stuttgart
2024-05-24  6:28:11 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.249EUR +8.73% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 92.50 EUR 2024-12-20 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: 2024-12-20
Issue date: 2024-04-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.42
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -1.08
Time value: 0.26
Break-even: 95.10
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.42%
Delta: 0.31
Theta: -0.01
Omega: 9.73
Rho: 0.13
 

Quote data

Open: 0.240
High: 0.249
Low: 0.240
Previous Close: 0.229
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.18%
1 Month  
+109.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.249 0.211
1M High / 1M Low: 0.270 0.119
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -