Morgan Stanley Call 107.5 VST 20.06.2025
/ DE000MG5THP9
Morgan Stanley Call 107.5 VST 20..../ DE000MG5THP9 /
| 1/10/2025 10:47:53 AM |
Chg.-0.13 |
Bid1:10:07 PM |
Ask1:10:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
-2.13% |
5.95
Bid Size: 5,000 |
6.10
Ask Size: 5,000 |
Vistra Corp |
107.50 USD |
6/20/2025 |
Call |
Master data
| WKN: |
MG5THP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/13/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.60 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.55 |
| Parity: |
5.18 |
| Time value: |
0.92 |
| Break-even: |
165.40 |
| Moneyness: |
1.50 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
1.33% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
2.19 |
| Rho: |
0.32 |
Quote data
| Open: |
5.97 |
| High: |
5.97 |
| Low: |
5.97 |
| Previous Close: |
6.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.00% |
| 1 Month |
|
|
+30.92% |
| 3 Months |
|
|
+92.58% |
| YTD |
|
|
+47.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.10 |
5.34 |
| 1M High / 1M Low: |
6.10 |
4.02 |
| 6M High / 6M Low: |
6.38 |
0.45 |
| High (YTD): |
1/9/2025 |
6.10 |
| Low (YTD): |
1/2/2025 |
4.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.34% |
| Volatility 6M: |
|
229.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |