Morgan Stanley Call 20 S92 21.03..../  DE000MJ06P51  /

Stuttgart
1/10/2025  5:17:13 PM Chg.-0.020 Bid6:05:20 PM Ask6:05:20 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.360
Bid Size: 10,000
0.450
Ask Size: 10,000
SMA SOLAR TECHNOL.AG 20.00 EUR 3/21/2025 Call
 

Master data

WKN: MJ06P5
Issuer: Morgan Stanley
Currency: EUR
Underlying: SMA SOLAR TECHNOL.AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 3/21/2025
Issue date: 9/4/2024
Last trading day: 3/21/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 32.33
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.62
Parity: -5.13
Time value: 0.46
Break-even: 20.46
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 4.28
Spread abs.: 0.09
Spread %: 24.32%
Delta: 0.21
Theta: -0.01
Omega: 6.73
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.410
Low: 0.360
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -12.20%
3 Months
  -52.00%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.380
1M High / 1M Low: 0.510 0.260
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.510
Low (YTD): 1/2/2025 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -