Morgan Stanley Call 27.5 LUV 20.06.2025
/ DE000MG87XW0
Morgan Stanley Call 27.5 LUV 20.0.../ DE000MG87XW0 /
| 11/8/2024 8:59:26 PM |
Chg.- |
Bid8:00:22 AM |
Ask8:00:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.570
Bid Size: 7,500 |
0.600
Ask Size: 7,500 |
Southwest Airlines C... |
27.50 USD |
6/20/2025 |
Call |
Master data
| WKN: |
MG87XW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southwest Airlines Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.40 |
| Time value: |
0.19 |
| Break-even: |
31.56 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.10 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+9.80% |
| 3 Months |
|
|
+107.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.480 |
| 1M High / 1M Low: |
0.590 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
