Morgan Stanley Call 90 AEP 19.09..../  DE000MJ50JP5  /

Stuttgart
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:   -