Morgan Stanley Call 90 AEP 20.06..../  DE000MJ50JN0  /

Stuttgart
1/10/2025  11:30:00 AM Chg.-0.020 Bid1:28:01 PM Ask1:28:01 PM Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.640
Bid Size: 5,000
0.710
Ask Size: 5,000
American Electric Po... 90.00 USD 6/20/2025 Call
 

Master data

WKN: MJ50JN
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 6/20/2025
Issue date: 11/15/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.22
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.22
Time value: 0.58
Break-even: 95.41
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.09
Spread %: 12.68%
Delta: 0.62
Theta: -0.02
Omega: 6.92
Rho: 0.21
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month
  -28.24%
3 Months     -
YTD
  -4.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.550
1M High / 1M Low: 0.850 0.550
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.660
Low (YTD): 1/6/2025 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -