Morgan Stanley Call 77.5 GOB 20.0.../  DE000MG83R58  /

Stuttgart
24/01/2025  20:51:45 Chg.+0.03 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.46EUR +2.10% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 77.50 EUR 20/06/2025 Call
 

Master data

WKN: MG83R5
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 77.50 EUR
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.23
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 1.23
Time value: 0.25
Break-even: 92.30
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.07%
Delta: 0.83
Theta: -0.02
Omega: 5.05
Rho: 0.24
 

Quote data

Open: 1.54
High: 1.54
Low: 1.46
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.67%
1 Month  
+19.67%
3 Months  
+39.05%
YTD  
+15.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.46 1.29
1M High / 1M Low: 1.46 1.03
6M High / 6M Low: - -
High (YTD): 24/01/2025 1.46
Low (YTD): 13/01/2025 1.03
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -