Morgan Stanley Call 67.5 WMT 21.03.2025
/ DE000MG109S0
Morgan Stanley Call 67.5 WMT 21.0.../ DE000MG109S0 /
8/30/2024 11:30:43 AM |
Chg.+0.05 |
Bid12:58:59 PM |
Ask12:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
+4.81% |
1.10 Bid Size: 7,500 |
1.11 Ask Size: 7,500 |
Walmart Inc |
67.50 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG109S |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 USD |
Maturity: |
3/21/2025 |
Issue date: |
3/28/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
0.81 |
Time value: |
0.29 |
Break-even: |
71.92 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.92% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.98 |
Rho: |
0.24 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
1.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.22% |
1 Month |
|
|
+81.67% |
3 Months |
|
|
+165.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.98 |
1M High / 1M Low: |
1.06 |
0.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |