Morgan Stanley Call 17.5 R3NK 21..../  DE000MJ345A5  /

Stuttgart
1/9/2025  3:38:49 PM Chg.+0.020 Bid4:49:22 PM Ask4:49:22 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.450
Bid Size: 250,000
0.470
Ask Size: 250,000
RENK GROUP AG INH O.... 17.50 EUR 3/21/2025 Call
 

Master data

WKN: MJ345A
Issuer: Morgan Stanley
Currency: EUR
Underlying: RENK GROUP AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 3/21/2025
Issue date: 10/16/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.48
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.31
Implied volatility: 0.82
Historic volatility: 0.68
Parity: 0.31
Time value: 0.15
Break-even: 22.10
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.74
Theta: -0.02
Omega: 3.32
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.450
Low: 0.440
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.16%
1 Month  
+12.50%
3 Months     -
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.300
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.430
Low (YTD): 1/6/2025 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -