Morgan Stanley Call 100 OSK 20.12.../  DE000MG6EPA4  /

Stuttgart
7/24/2024  8:48:34 PM Chg.-0.24 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.73EUR -12.18% -
Bid Size: -
-
Ask Size: -
Oshkosh Corporation 100.00 USD 12/20/2024 Call
 

Master data

WKN: MG6EPA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Oshkosh Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 6/21/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.94
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.10
Implied volatility: 0.56
Historic volatility: 0.25
Parity: 1.10
Time value: 0.99
Break-even: 113.07
Moneyness: 1.12
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.11
Spread %: 5.56%
Delta: 0.70
Theta: -0.05
Omega: 3.48
Rho: 0.21
 

Quote data

Open: 1.91
High: 1.91
Low: 1.73
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+24.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.62
1M High / 1M Low: 1.97 1.15
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -