Morgan Stanley Call 95 STT 20.06.2025
/ DE000MG87HE1
Morgan Stanley Call 95 STT 20.06..../ DE000MG87HE1 /
9/4/2024 11:02:03 AM |
Chg.0.000 |
Bid4:54:39 PM |
Ask4:54:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
0.00% |
0.480 Bid Size: 40,000 |
0.500 Ask Size: 40,000 |
State Street Corpora... |
95.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
MG87HE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
State Street Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/29/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.82 |
Time value: |
0.48 |
Break-even: |
90.78 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
0.42 |
Theta: |
-0.01 |
Omega: |
6.83 |
Rho: |
0.22 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.20% |
1 Month |
|
|
+21.05% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.410 |
1M High / 1M Low: |
0.480 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |