Morgan Stanley Call 140 VST 21.03.../  DE000MG44HA0  /

Stuttgart
1/23/2025  8:56:41 PM Chg.- Bid9:02:49 AM Ask9:02:49 AM Underlying Strike price Expiration date Option type
5.57EUR - 5.69
Bid Size: 15,000
5.75
Ask Size: 15,000
Vistra Corp 140.00 USD 3/21/2025 Call
 

Master data

WKN: MG44HA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vistra Corp
Type: Warrant
Option type: Call
Strike price: 140.00 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: 3.62
Leverage: Yes

Calculated values

Fair value: 4.70
Intrinsic value: 4.50
Implied volatility: 0.76
Historic volatility: 0.55
Parity: 4.50
Time value: 0.46
Break-even: 184.11
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 0.61%
Delta: 0.87
Theta: -0.11
Omega: 3.15
Rho: 0.17
 

Quote data

Open: 5.04
High: 5.57
Low: 5.04
Previous Close: 5.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.44%
1 Month  
+212.92%
3 Months  
+328.46%
YTD  
+245.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.57 3.63
1M High / 1M Low: 5.57 1.57
6M High / 6M Low: 5.57 0.10
High (YTD): 1/23/2025 5.57
Low (YTD): 1/2/2025 2.03
52W High: - -
52W Low: - -
Avg. price 1W:   4.67
Avg. volume 1W:   0.00
Avg. price 1M:   3.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.54
Avg. volume 6M:   11.81
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.15%
Volatility 6M:   320.77%
Volatility 1Y:   -
Volatility 3Y:   -