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

Stuttgart
30/08/2024  20:26:46 Chg.-0.25 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
1.56EUR -13.81% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 120.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 23/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.46
Parity: -0.22
Time value: 1.60
Break-even: 136.00
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.57
Theta: -0.04
Omega: 4.19
Rho: 0.28
 

Quote data

Open: 1.66
High: 1.66
Low: 1.56
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+4.00%
3 Months
  -49.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 1.56
1M High / 1M Low: 1.93 1.02
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -