Morgan Stanley Call 72.5 STT 17.01.2025
/ DE000MG5MRV1
Morgan Stanley Call 72.5 STT 17.0.../ DE000MG5MRV1 /
| 7/29/2024 2:47:14 PM |
Chg.0.000 |
Bid3:02:35 PM |
Ask3:02:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.710
Bid Size: 6,250 |
0.730
Ask Size: 6,250 |
State Street Corpora... |
72.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
MG5MRV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
State Street Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/11/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
20:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.14 |
| Break-even: |
81.40 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.46 |
| Rho: |
0.24 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
0.720 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
