Morgan Stanley Call 107.5 VST 20.06.2025
/ DE000MG5THP9
Morgan Stanley Call 107.5 VST 20..../ DE000MG5THP9 /
| 1/23/2025 6:35:32 PM |
Chg.- |
Bid9:37:00 AM |
Ask9:37:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.82EUR |
- |
8.91
Bid Size: 15,000 |
8.94
Ask Size: 15,000 |
Vistra Corp |
107.50 USD |
6/20/2025 |
Call |
Master data
| WKN: |
MG5THP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vistra Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/13/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.85 |
| Intrinsic value: |
7.62 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.55 |
| Parity: |
7.62 |
| Time value: |
0.55 |
| Break-even: |
184.99 |
| Moneyness: |
1.74 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.37% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
2.01 |
| Rho: |
0.34 |
Quote data
| Open: |
8.11 |
| High: |
8.82 |
| Low: |
8.11 |
| Previous Close: |
8.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+108.51% |
| 3 Months |
|
|
+168.09% |
| YTD |
|
|
+117.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.82 |
6.86 |
| 1M High / 1M Low: |
8.82 |
4.02 |
| 6M High / 6M Low: |
8.82 |
0.45 |
| High (YTD): |
1/23/2025 |
8.82 |
| Low (YTD): |
1/2/2025 |
4.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.21% |
| Volatility 6M: |
|
221.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |