Morgan Stanley Call 82.5 WAF 21.0.../  DE000MG0RMR0  /

Stuttgart
2025-01-15  11:15:41 AM Chg.+0.001 Bid12:13:06 PM Ask12:13:06 PM Underlying Strike price Expiration date Option type
0.078EUR +1.30% 0.078
Bid Size: 40,000
0.101
Ask Size: 40,000
SILTRONIC AG NA O.N. 82.50 EUR 2025-03-21 Call
 

Master data

WKN: MG0RMR
Issuer: Morgan Stanley
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 82.50 EUR
Maturity: 2025-03-21
Issue date: 2024-03-25
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.12
Historic volatility: 0.30
Parity: -4.00
Time value: 0.10
Break-even: 83.51
Moneyness: 0.52
Premium: 0.96
Premium p.a.: 43.27
Spread abs.: 0.02
Spread %: 29.49%
Delta: 0.12
Theta: -0.03
Omega: 5.18
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -26.42%
3 Months
  -34.45%
YTD
  -13.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.077
1M High / 1M Low: 0.105 0.077
6M High / 6M Low: 0.810 0.077
High (YTD): 2025-01-02 0.089
Low (YTD): 2025-01-14 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.16%
Volatility 6M:   157.96%
Volatility 1Y:   -
Volatility 3Y:   -