Morgan Stanley Call 75 STT 20.12.2024
/ DE000MG5TC72
Morgan Stanley Call 75 STT 20.12..../ DE000MG5TC72 /
9/3/2024 8:58:22 PM |
Chg.- |
Bid9:50:45 AM |
Ask9:50:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
- |
1.17 Bid Size: 3,750 |
1.20 Ask Size: 3,750 |
State Street Corpora... |
75.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
MG5TC7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
State Street Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
6/13/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.99 |
Time value: |
0.22 |
Break-even: |
79.98 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.68% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
5.28 |
Rho: |
0.15 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.17 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.19% |
1 Month |
|
|
+34.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.24 |
1.13 |
1M High / 1M Low: |
1.24 |
0.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |