Morgan Stanley Call 87.5 GOB 20.0.../  DE000MG83R90  /

Stuttgart
24/01/2025  20:51:44 Chg.+0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.720EUR +1.41% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 87.50 EUR 20/06/2025 Call
 

Master data

WKN: MG83R9
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.98
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.23
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.23
Time value: 0.52
Break-even: 95.00
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.62
Theta: -0.02
Omega: 7.46
Rho: 0.19
 

Quote data

Open: 0.780
High: 0.790
Low: 0.720
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+22.03%
3 Months  
+41.18%
YTD  
+16.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.610
1M High / 1M Low: 0.720 0.450
6M High / 6M Low: - -
High (YTD): 24/01/2025 0.720
Low (YTD): 13/01/2025 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -