Morgan Stanley Call 50 WAF 20.06..../  DE000MJ46NY7  /

Stuttgart
2025-01-15  1:22:01 PM Chg.+0.020 Bid1:29:36 PM Ask1:29:36 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% 0.270
Bid Size: 40,000
0.310
Ask Size: 40,000
SILTRONIC AG NA O.N. 50.00 EUR 2025-06-20 Call
 

Master data

WKN: MJ46NY
Issuer: Morgan Stanley
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 2025-06-20
Issue date: 2024-11-01
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.66
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.30
Parity: -0.75
Time value: 0.29
Break-even: 52.90
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.67
Spread abs.: 0.06
Spread %: 26.09%
Delta: 0.37
Theta: -0.02
Omega: 5.47
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.260
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -60.61%
3 Months     -
YTD
  -39.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.240
1M High / 1M Low: 0.640 0.240
6M High / 6M Low: - -
High (YTD): 2025-01-06 0.410
Low (YTD): 2025-01-14 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -