Morgan Stanley Call 140 VST 19.09.../  DE000MJ2ZHB0  /

Stuttgart
1/24/2025  2:28:25 PM Chg.+0.01 Bid8:33:36 PM Ask8:33:36 PM Underlying Strike price Expiration date Option type
6.86EUR +0.15% 6.51
Bid Size: 100,000
6.54
Ask Size: 100,000
Vistra Corp 140.00 USD 9/19/2025 Call
 

Master data

WKN: MJ2ZHB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vistra Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/19/2025
Issue date: 10/15/2024
Last trading day: 9/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 6.12
Intrinsic value: 4.98
Implied volatility: 0.70
Historic volatility: 0.55
Parity: 4.98
Time value: 1.73
Break-even: 201.51
Moneyness: 1.37
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.45%
Delta: 0.81
Theta: -0.07
Omega: 2.22
Rho: 0.53
 

Quote data

Open: 6.90
High: 6.90
Low: 6.86
Previous Close: 6.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.15%
1 Month  
+127.91%
3 Months  
+214.68%
YTD  
+135.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.85 4.93
1M High / 1M Low: 6.85 2.85
6M High / 6M Low: - -
High (YTD): 1/23/2025 6.85
Low (YTD): 1/2/2025 3.43
52W High: - -
52W Low: - -
Avg. price 1W:   5.95
Avg. volume 1W:   0.00
Avg. price 1M:   4.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -