Morgan Stanley Call 72.5 GOB 20.0.../  DE000MG881J3  /

Stuttgart
1/10/2025  5:58:32 PM Chg.-0.15 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.43EUR -9.49% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 72.50 EUR 6/20/2025 Call
 

Master data

WKN: MG881J
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 6/20/2025
Issue date: 7/29/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.33
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 1.33
Time value: 0.31
Break-even: 88.90
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 3.14%
Delta: 0.82
Theta: -0.02
Omega: 4.27
Rho: 0.24
 

Quote data

Open: 1.59
High: 1.59
Low: 1.43
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.38%
1 Month
  -25.52%
3 Months
  -0.69%
YTD
  -13.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.60 1.45
1M High / 1M Low: 1.93 1.45
6M High / 6M Low: - -
High (YTD): 1/6/2025 1.60
Low (YTD): 1/3/2025 1.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -