Morgan Stanley Call 87.5 GOB 20.0.../  DE000MG83R90  /

Stuttgart
1/10/2025  8:57:04 PM Chg.-0.070 Bid9:14:08 PM Ask9:14:08 PM Underlying Strike price Expiration date Option type
0.480EUR -12.73% 0.470
Bid Size: 2,000
-
Ask Size: -
ST GOBAIN ... 87.50 EUR 6/20/2025 Call
 

Master data

WKN: MG83R9
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 6/20/2025
Issue date: 7/26/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.30
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.17
Time value: 0.60
Break-even: 93.50
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 9.09%
Delta: 0.52
Theta: -0.02
Omega: 7.45
Rho: 0.17
 

Quote data

Open: 0.570
High: 0.570
Low: 0.480
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -40.74%
3 Months
  -14.29%
YTD
  -22.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.810 0.490
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.570
Low (YTD): 1/3/2025 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.642
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -