Morgan Stanley Call 75 GOB 20.06..../  DE000MG83R41  /

Stuttgart
24/01/2025  20:51:45 Chg.+0.03 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.67EUR +1.83% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 75.00 EUR 20/06/2025 Call
 

Master data

WKN: MG83R4
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.32
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.48
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 1.48
Time value: 0.21
Break-even: 91.90
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.87
Theta: -0.02
Omega: 4.61
Rho: 0.24
 

Quote data

Open: 1.75
High: 1.75
Low: 1.67
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.61%
1 Month  
+18.44%
3 Months  
+36.89%
YTD  
+14.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.67 1.50
1M High / 1M Low: 1.67 1.21
6M High / 6M Low: - -
High (YTD): 24/01/2025 1.67
Low (YTD): 13/01/2025 1.21
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -