Morgan Stanley Call 19 VAS 20.06..../  DE000MJ77CQ1  /

Stuttgart
1/9/2025  8:29:52 PM Chg.- Bid8:24:15 AM Ask8:24:15 AM Underlying Strike price Expiration date Option type
0.151EUR - 0.147
Bid Size: 10,000
-
Ask Size: -
VOESTALPINE AG 19.00 EUR 6/20/2025 Call
 

Master data

WKN: MJ77CQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 6/20/2025
Issue date: 12/23/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -0.16
Time value: 0.16
Break-even: 20.64
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.46
Spread abs.: 0.00
Spread %: 2.50%
Delta: 0.47
Theta: -0.01
Omega: 4.99
Rho: 0.03
 

Quote data

Open: 0.154
High: 0.154
Low: 0.148
Previous Close: 0.153
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.72%
1 Month     -
3 Months     -
YTD
  -22.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.174 0.151
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.189
Low (YTD): 1/9/2025 0.151
52W High: - -
52W Low: - -
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -