Morgan Stanley Call 21 VAS 20.06..../  DE000MJ77CS7  /

Stuttgart
1/24/2025  9:19:58 PM Chg.+0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.124EUR +2.48% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 21.00 EUR 6/20/2025 Call
 

Master data

WKN: MJ77CS
Issuer: Morgan Stanley
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 6/20/2025
Issue date: 12/23/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.26
Parity: -0.23
Time value: 0.14
Break-even: 22.36
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 10.57%
Delta: 0.41
Theta: -0.01
Omega: 5.68
Rho: 0.03
 

Quote data

Open: 0.132
High: 0.132
Low: 0.124
Previous Close: 0.121
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -1.59%
3 Months     -
YTD
  -3.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.124 0.110
1M High / 1M Low: 0.129 0.090
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.124
Low (YTD): 1/14/2025 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -