Morgan Stanley Call 120 BSI 21.03.../  DE000MG2UM47  /

Stuttgart
2024-07-26  8:12:28 PM Chg.+0.01 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.02EUR +0.50% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 120.00 EUR 2025-03-21 Call
 

Master data

WKN: MG2UM4
Issuer: Morgan Stanley
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-23
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.29
Implied volatility: 0.46
Historic volatility: 0.45
Parity: 0.29
Time value: 1.76
Break-even: 140.50
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 1.49%
Delta: 0.62
Theta: -0.04
Omega: 3.73
Rho: 0.36
 

Quote data

Open: 1.89
High: 2.12
Low: 1.89
Previous Close: 2.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.67%
1 Month
  -56.75%
3 Months
  -27.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.52 2.01
1M High / 1M Low: 5.76 2.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.20
Avg. volume 1W:   0.00
Avg. price 1M:   4.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -