Morgan Stanley Call 115 HEI 19.12.../  DE000MG1WZT6  /

Stuttgart
2024-07-30  11:17:44 AM Chg.-0.100 Bid3:01:04 PM Ask3:01:04 PM Underlying Strike price Expiration date Option type
0.670EUR -12.99% 0.710
Bid Size: 15,000
0.720
Ask Size: 15,000
HEIDELBERG MATERIALS... 115.00 EUR 2025-12-19 Call
 

Master data

WKN: MG1WZT
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-08
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.49
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.63
Time value: 0.79
Break-even: 122.90
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.60%
Delta: 0.43
Theta: -0.01
Omega: 5.32
Rho: 0.47
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.17%
1 Month
  -11.84%
3 Months
  -22.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.750
1M High / 1M Low: 0.970 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.836
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -