Morgan Stanley Call 10 WBA 20.06..../  DE000MJ2ZJE0  /

Stuttgart
2024-11-15  8:34:41 PM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% -
Bid Size: -
-
Ask Size: -
Walgreens Boots Alli... 10.00 USD 2025-06-20 Call
 

Master data

WKN: MJ2ZJE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 10.00 USD
Maturity: 2025-06-20
Issue date: 2024-10-15
Last trading day: 2025-06-20
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 29.83
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.46
Parity: -1.44
Time value: 0.27
Break-even: 9.77
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.28
Theta: 0.00
Omega: 8.39
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: 0.490 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -