Morgan Stanley Call 90 AEP 20.06..../  DE000MJ50JN0  /

Stuttgart
1/9/2025  6:16:13 PM Chg.- Bid8:20:33 AM Ask8:20:33 AM Underlying Strike price Expiration date Option type
0.630EUR - 0.710
Bid Size: 5,000
0.740
Ask Size: 5,000
American Electric Po... 90.00 USD 6/20/2025 Call
 

Master data

WKN: MJ50JN
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 6/20/2025
Issue date: 11/15/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.35
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.22
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.22
Time value: 0.45
Break-even: 93.97
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.63
Theta: -0.02
Omega: 8.44
Rho: 0.22
 

Quote data

Open: 0.620
High: 0.630
Low: 0.620
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -25.88%
3 Months     -
YTD
  -1.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.550
1M High / 1M Low: 0.850 0.550
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.660
Low (YTD): 1/6/2025 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -