Morgan Stanley Call 90 AEP 19.09.2025
/ DE000MJ50JP5
Morgan Stanley Call 90 AEP 19.09..../ DE000MJ50JP5 /
1/10/2025 8:35:19 PM |
Chg.+0.120 |
Bid9:43:05 PM |
Ask9:43:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
+15.79% |
0.870 Bid Size: 50,000 |
0.880 Ask Size: 50,000 |
American Electric Po... |
90.00 USD |
9/19/2025 |
Call |
Master data
WKN: |
MJ50JP |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
American Electric Power Company Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
9/19/2025 |
Issue date: |
11/15/2024 |
Last trading day: |
9/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
0.22 |
Time value: |
0.72 |
Break-even: |
96.81 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.09 |
Spread %: |
10.59% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
5.95 |
Rho: |
0.32 |
Quote data
Open: |
0.750 |
High: |
0.880 |
Low: |
0.750 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.64% |
1 Month |
|
|
-7.37% |
3 Months |
|
|
- |
YTD |
|
|
+12.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.680 |
1M High / 1M Low: |
0.950 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/3/2025 |
0.810 |
Low (YTD): |
1/7/2025 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.801 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |