Morgan Stanley Call 95 GOB 20.06..../  DE000MG83RC3  /

Stuttgart
1/10/2025  8:57:04 PM Chg.-0.031 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.239EUR -11.48% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 95.00 EUR 6/20/2025 Call
 

Master data

WKN: MG83RC
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 6/20/2025
Issue date: 7/26/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.67
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.92
Time value: 0.31
Break-even: 98.10
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.34
Theta: -0.02
Omega: 9.35
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.239
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.02%
1 Month
  -46.89%
3 Months
  -22.90%
YTD
  -27.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.249
1M High / 1M Low: 0.450 0.249
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.280
Low (YTD): 1/3/2025 0.249
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -