Morgan Stanley Call 200 SIKA 20.06.2025
/ DE000MJ77YG6
Morgan Stanley Call 200 SIKA 20.0.../ DE000MJ77YG6 /
| 23/01/2025 14:50:30 |
Chg.-0.01 |
Bid17:20:00 |
Ask17:20:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
-0.30% |
-
Bid Size: - |
-
Ask Size: - |
SIKA N |
200.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
MJ77YG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SIKA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
2.91 |
| Time value: |
0.47 |
| Break-even: |
245.70 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
6.17 |
| Rho: |
0.71 |
Quote data
| Open: |
3.29 |
| High: |
3.31 |
| Low: |
3.29 |
| Previous Close: |
3.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.44% |
| 1 Month |
|
|
+35.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
+36.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.01 |
| 1M High / 1M Low: |
3.32 |
2.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
3.32 |
| Low (YTD): |
03/01/2025 |
2.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |