Morgan Stanley Call 42.5 WAF 19.09.2025
/ DE000MJ77F65
Morgan Stanley Call 42.5 WAF 19.0.../ DE000MJ77F65 /
| 2025-01-15 1:24:50 PM |
Chg.+0.11 |
Bid1:32:36 PM |
Ask1:32:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
+3.86% |
2.95
Bid Size: 3,750 |
3.13
Ask Size: 3,750 |
SILTRONIC AG NA O.N. |
42.50 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
MJ77F6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-12-23 |
| Last trading day: |
2025-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.30 |
| Parity: |
0.02 |
| Time value: |
3.03 |
| Break-even: |
45.55 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.21 |
| Spread %: |
7.39% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
8.10 |
| Rho: |
0.15 |
Quote data
| Open: |
2.87 |
| High: |
2.96 |
| Low: |
2.87 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.03% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.85 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-06 |
3.47 |
| Low (YTD): |
2025-01-14 |
2.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
