Morgan Stanley Call 20 BTU 21.03.2025
/ DE000MG602W6
Morgan Stanley Call 20 BTU 21.03..../ DE000MG602W6 /
| 09/09/2024 13:54:40 |
Chg.+0.06 |
Bid14:23:36 |
Ask14:23:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+5.50% |
1.14
Bid Size: 3,750 |
1.27
Ask Size: 2,500 |
Peabody Energy Corpo... |
20.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG602W |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
17/06/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.30 |
| Parity: |
0.87 |
| Time value: |
0.38 |
| Break-even: |
19.29 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.13 |
| Spread %: |
11.61% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
13.58 |
| Rho: |
0.08 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.23% |
| 1 Month |
|
|
-17.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.09 |
| 1M High / 1M Low: |
1.51 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
