Morgan Stanley Call 17 VFC 21.03.2025
/ DE000MG87UF1
Morgan Stanley Call 17 VFC 21.03..../ DE000MG87UF1 /
| 2024-12-20 4:59:02 PM |
Chg.+0.13 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
+2.25% |
-
Bid Size: - |
-
Ask Size: - |
VF Corporation |
17.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG87UF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.54 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.53 |
| Parity: |
5.06 |
| Time value: |
1.04 |
| Break-even: |
22.40 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
1.33% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.88 |
| Rho: |
0.03 |
Quote data
| Open: |
5.04 |
| High: |
5.90 |
| Low: |
5.04 |
| Previous Close: |
5.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.92% |
| 1 Month |
|
|
+74.04% |
| 3 Months |
|
|
+74.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.55 |
5.28 |
| 1M High / 1M Low: |
6.55 |
3.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
