Morgan Stanley Call 117.5 VST 21.03.2025
/ DE000MG44H66
Morgan Stanley Call 117.5 VST 21..../ DE000MG44H66 /
1/9/2025 6:45:25 PM |
Chg.+0.68 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.82EUR |
+16.43% |
- Bid Size: - |
- Ask Size: - |
Vistra Corp |
117.50 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG44H6 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Vistra Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
117.50 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.40 |
Intrinsic value: |
4.20 |
Implied volatility: |
0.78 |
Historic volatility: |
0.55 |
Parity: |
4.20 |
Time value: |
0.49 |
Break-even: |
160.83 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
0.64% |
Delta: |
0.86 |
Theta: |
-0.09 |
Omega: |
2.88 |
Rho: |
0.17 |
Quote data
Open: |
4.69 |
High: |
4.82 |
Low: |
4.69 |
Previous Close: |
4.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.94% |
1 Month |
|
|
+26.51% |
3 Months |
|
|
+123.15% |
YTD |
|
|
+70.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.88 |
3.42 |
1M High / 1M Low: |
4.88 |
2.83 |
6M High / 6M Low: |
5.35 |
0.20 |
High (YTD): |
1/6/2025 |
4.88 |
Low (YTD): |
1/2/2025 |
3.42 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.99% |
Volatility 6M: |
|
284.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |