Morgan Stanley Call 14 S92 21.03.2025
/ DE000MJ1LYF8
Morgan Stanley Call 14 S92 21.03..../ DE000MJ1LYF8 /
1/10/2025 4:21:56 PM |
Chg.0.00 |
Bid7:10:57 PM |
Ask7:10:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.35EUR |
0.00% |
1.33 Bid Size: 2,500 |
1.42 Ask Size: 2,500 |
SMA SOLAR TECHNOL.AG |
14.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
MJ1LYF |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SMA SOLAR TECHNOL.AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
9/23/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
10.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.07 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.35 |
Historic volatility: |
0.62 |
Parity: |
0.87 |
Time value: |
0.56 |
Break-even: |
15.43 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.09 |
Spread %: |
6.72% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
7.22 |
Rho: |
0.02 |
Quote data
Open: |
1.33 |
High: |
1.44 |
Low: |
1.33 |
Previous Close: |
1.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-10.60% |
YTD |
|
|
+31.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.30 |
1M High / 1M Low: |
1.61 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/7/2025 |
1.61 |
Low (YTD): |
1/2/2025 |
1.28 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |