Morgan Stanley Call 75 SO 21.03.2025
/ DE000MG106U2
Morgan Stanley Call 75 SO 21.03.2.../ DE000MG106U2 /
| 16/10/2024 20:14:22 |
Chg.+0.11 |
Bid21:23:13 |
Ask21:23:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+6.92% |
1.71
Bid Size: 40,000 |
1.72
Ask Size: 40,000 |
Southern Co |
75.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG106U |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Southern Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
1.44 |
| Time value: |
0.14 |
| Break-even: |
84.71 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.26 |
Quote data
| Open: |
1.56 |
| High: |
1.70 |
| Low: |
1.56 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+11.84% |
| 3 Months |
|
|
+95.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.37 |
| 1M High / 1M Low: |
1.62 |
1.37 |
| 6M High / 6M Low: |
1.62 |
0.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.47% |
| Volatility 6M: |
|
103.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
