Morgan Stanley Call 16 AAL 20.06.2025
/ DE000MG83SW9
Morgan Stanley Call 16 AAL 20.06..../ DE000MG83SW9 /
| 24/01/2025 20:51:47 |
Chg.-0.02 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
16.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MG83SW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
0.91 |
| Time value: |
1.42 |
| Break-even: |
17.58 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
2.19% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.03 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.31 |
| Previous Close: |
2.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.07% |
| 1 Month |
|
|
-17.67% |
| 3 Months |
|
|
+167.82% |
| YTD |
|
|
-20.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
2.33 |
| 1M High / 1M Low: |
3.58 |
2.33 |
| 6M High / 6M Low: |
3.58 |
0.31 |
| High (YTD): |
22/01/2025 |
3.58 |
| Low (YTD): |
24/01/2025 |
2.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.58% |
| Volatility 6M: |
|
221.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |