Morgan Stanley Call 120 CFR 21.03.../  DE000MG2F228  /

Stuttgart
11/12/2024  1:36:14 PM Chg.-0.140 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.750EUR -15.73% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 120.00 CHF 3/21/2025 Call
 

Master data

WKN: MG2F22
Issuer: Morgan Stanley
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 3/21/2025
Issue date: 4/16/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.43
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.05
Implied volatility: 0.26
Historic volatility: 0.29
Parity: 0.05
Time value: 0.84
Break-even: 136.77
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.57
Theta: -0.04
Omega: 8.21
Rho: 0.23
 

Quote data

Open: 0.750
High: 0.760
Low: 0.750
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.02%
1 Month
  -60.11%
3 Months
  -51.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.890
1M High / 1M Low: 1.680 0.890
6M High / 6M Low: 3.530 0.690
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.230
Avg. volume 1W:   0.000
Avg. price 1M:   1.447
Avg. volume 1M:   0.000
Avg. price 6M:   2.036
Avg. volume 6M:   22.481
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.46%
Volatility 6M:   166.42%
Volatility 1Y:   -
Volatility 3Y:   -