Morgan Stanley Call 70 GOB 20.06..../  DE000MG952G8  /

Stuttgart
1/10/2025  6:05:55 PM Chg.-0.18 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.62EUR -10.00% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 70.00 EUR 6/20/2025 Call
 

Master data

WKN: MG952G
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 6/20/2025
Issue date: 8/9/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.58
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 1.58
Time value: 0.27
Break-even: 88.50
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 2.78%
Delta: 0.85
Theta: -0.02
Omega: 3.92
Rho: 0.24
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month
  -24.30%
3 Months
  -0.61%
YTD
  -13.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.66
1M High / 1M Low: 2.15 1.66
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.82
Low (YTD): 1/3/2025 1.66
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -