Morgan Stanley Call 85 SRE 20.06.2025
/ DE000MG87J62
Morgan Stanley Call 85 SRE 20.06..../ DE000MG87J62 /
| 2024-11-07 11:59:13 AM |
Chg.- |
Bid3:46:59 PM |
Ask3:46:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Sempra |
85.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
MG87J6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
0.49 |
| Break-even: |
88.04 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
8.14% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.15 |
| Rho: |
0.29 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.93% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+82.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.340 |
| 1M High / 1M Low: |
0.750 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
