Morgan Stanley Call 480 MSI 20.06.../  DE000MJ21FP4  /

Stuttgart
2024-11-19  4:48:32 PM Chg.-0.18 Bid5:20:56 PM Ask5:20:56 PM Underlying Strike price Expiration date Option type
2.62EUR -6.43% 2.66
Bid Size: 20,000
2.70
Ask Size: 20,000
Motorola Solutions I... 480.00 USD 2025-06-20 Call
 

Master data

WKN: MJ21FP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Motorola Solutions Inc
Type: Warrant
Option type: Call
Strike price: 480.00 USD
Maturity: 2025-06-20
Issue date: 2024-09-30
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 16.24
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 0.98
Implied volatility: 0.13
Historic volatility: 0.16
Parity: 0.98
Time value: 1.87
Break-even: 481.56
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.42%
Delta: 0.67
Theta: -0.06
Omega: 10.88
Rho: 1.64
 

Quote data

Open: 2.66
High: 2.66
Low: 2.62
Previous Close: 2.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.78%
1 Month  
+8.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.99 2.80
1M High / 1M Low: 2.99 1.73
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -