Morgan Stanley Call 7500 CAC 40 19.09.2025
/ DE000MJ20L24
Morgan Stanley Call 7500 CAC 40 1.../ DE000MJ20L24 /
| 24/01/2025 08:59:19 |
Chg.+0.22 |
Bid12:19:29 |
Ask12:19:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.18EUR |
+7.43% |
3.31
Bid Size: 100,000 |
3.32
Ask Size: 100,000 |
- |
7,500.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
MJ20L2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,500.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
27/09/2024 |
| Last trading day: |
19/09/2025 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.13 |
| Parity: |
1.96 |
| Time value: |
1.16 |
| Break-even: |
8,124.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.78 |
| Theta: |
-0.88 |
| Omega: |
9.90 |
| Rho: |
36.20 |
Quote data
| Open: |
3.18 |
| High: |
3.18 |
| Low: |
3.18 |
| Previous Close: |
2.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.86% |
| 1 Month |
|
|
+140.91% |
| 3 Months |
|
|
+49.30% |
| YTD |
|
|
+133.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.96 |
2.43 |
| 1M High / 1M Low: |
2.96 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
2.96 |
| Low (YTD): |
03/01/2025 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |