Morgan Stanley Call 20 BTU 19.12.2025
/ DE000MG87667
Morgan Stanley Call 20 BTU 19.12..../ DE000MG87667 /
| 15/11/2024 14:15:11 |
Chg.0.000 |
Bid16:24:02 |
Ask16:24:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
0.00% |
0.830
Bid Size: 80,000 |
0.890
Ask Size: 80,000 |
Peabody Energy Corpo... |
20.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
MG8766 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
29/07/2024 |
| Last trading day: |
19/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.67 |
| Time value: |
0.20 |
| Break-even: |
27.69 |
| Moneyness: |
1.35 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
7.41% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
2.45 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.810 |
| 1M High / 1M Low: |
0.990 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
