Morgan Stanley Call 280 EPAM 20.0.../  DE000MG87ML6  /

Stuttgart
18/10/2024  20:26:25 Chg.+0.050 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.760EUR +7.04% -
Bid Size: -
-
Ask Size: -
EPAM Systems Inc 280.00 USD 20/06/2025 Call
 

Master data

WKN: MG87ML
Issuer: Morgan Stanley
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 20/06/2025
Issue date: 29/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.31
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -7.53
Time value: 0.86
Break-even: 267.16
Moneyness: 0.71
Premium: 0.46
Premium p.a.: 0.75
Spread abs.: 0.12
Spread %: 16.22%
Delta: 0.25
Theta: -0.05
Omega: 5.33
Rho: 0.25
 

Quote data

Open: 0.730
High: 0.760
Low: 0.730
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.92%
1 Month
  -28.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 1.100 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.894
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -