Morgan Stanley Call 120 OSK 20.12.../  DE000MG1SYR1  /

Stuttgart
2024-06-26  6:54:56 PM Chg.-0.030 Bid8:43:01 PM Ask8:43:01 PM Underlying Strike price Expiration date Option type
0.550EUR -5.17% 0.550
Bid Size: 40,000
0.610
Ask Size: 40,000
Oshkosh Corporation 120.00 USD 2024-12-20 Call
 

Master data

WKN: MG1SYR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Oshkosh Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.43
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.33
Time value: 0.64
Break-even: 118.45
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 10.34%
Delta: 0.39
Theta: -0.03
Omega: 6.07
Rho: 0.16
 

Quote data

Open: 0.580
High: 0.580
Low: 0.550
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month
  -43.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.570
1M High / 1M Low: 1.030 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -