Morgan Stanley Call 160 TER 20.06.2025
/ DE000MJ06E96
Morgan Stanley Call 160 TER 20.06.../ DE000MJ06E96 /
1/9/2025 8:46:03 PM |
Chg.- |
Bid8:17:16 AM |
Ask8:17:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
- |
0.920 Bid Size: 3,750 |
0.980 Ask Size: 3,750 |
Teradyne Inc |
160.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
MJ06E9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
9/4/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.42 |
Parity: |
-2.22 |
Time value: |
0.99 |
Break-even: |
165.04 |
Moneyness: |
0.86 |
Premium: |
0.24 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.03 |
Spread %: |
3.13% |
Delta: |
0.39 |
Theta: |
-0.05 |
Omega: |
5.24 |
Rho: |
0.19 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.82% |
1 Month |
|
|
+85.71% |
3 Months |
|
|
-3.19% |
YTD |
|
|
+51.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.680 |
1M High / 1M Low: |
1.040 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/7/2025 |
1.040 |
Low (YTD): |
1/2/2025 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.691 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |