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

Stuttgart
2024-05-03  6:50:14 PM Chg.+0.030 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.207EUR +16.95% -
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: 35.64
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -1.48
Time value: 0.22
Break-even: 94.68
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.31%
Delta: 0.26
Theta: -0.01
Omega: 9.17
Rho: 0.11
 

Quote data

Open: 0.181
High: 0.207
Low: 0.181
Previous Close: 0.177
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.21%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.207 0.151
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.173
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -