Morgan Stanley Call 200 SBAC 21.03.2025
/ DE000MG88DG3
Morgan Stanley Call 200 SBAC 21.0.../ DE000MG88DG3 /
27/09/2024 18:35:40 |
Chg.+0.17 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
4.82EUR |
+3.66% |
4.81 Bid Size: 15,000 |
5.06 Ask Size: 15,000 |
SBA Communications C... |
200.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG88DG |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SBA Communications Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
29/07/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.77 |
Intrinsic value: |
3.24 |
Implied volatility: |
0.52 |
Historic volatility: |
0.25 |
Parity: |
3.24 |
Time value: |
1.66 |
Break-even: |
227.94 |
Moneyness: |
1.18 |
Premium: |
0.08 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.22 |
Spread %: |
4.70% |
Delta: |
0.75 |
Theta: |
-0.08 |
Omega: |
3.25 |
Rho: |
0.53 |
Quote data
Open: |
4.82 |
High: |
4.82 |
Low: |
4.82 |
Previous Close: |
4.65 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.42% |
1 Month |
|
|
+16.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.05 |
4.65 |
1M High / 1M Low: |
5.60 |
3.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |