Morgan Stanley Call 80 STT 19.12..../  DE000MG87H72  /

Stuttgart
11/8/2024  2:46:11 PM Chg.-0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.93EUR -2.53% -
Bid Size: -
-
Ask Size: -
State Street Corpora... 80.00 USD 12/19/2025 Call
 

Master data

WKN: MG87H7
Issuer: Morgan Stanley
Currency: EUR
Underlying: State Street Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/19/2025
Issue date: 7/29/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.38
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 1.38
Time value: 0.57
Break-even: 94.14
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 3.17%
Delta: 0.80
Theta: -0.01
Omega: 3.64
Rho: 0.57
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.89%
1 Month  
+19.88%
3 Months  
+101.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.74
1M High / 1M Low: 2.05 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -