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

Stuttgart
1/10/2025  8:57:04 PM Chg.-0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.480EUR -12.73% -
Bid Size: -
-
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: 16.48
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.34
Time value: 0.51
Break-even: 92.60
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.48
Theta: -0.02
Omega: 7.85
Rho: 0.15
 

Quote data

Open: 0.570
High: 0.570
Low: 0.480
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -40.74%
3 Months
  -9.43%
YTD
  -22.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.810 0.480
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.570
Low (YTD): 1/10/2025 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -