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

Stuttgart
7/11/2024  9:13:49 PM Chg.+0.100 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.580EUR +20.83% -
Bid Size: -
-
Ask Size: -
Oshkosh Corporation 120.00 USD 12/20/2024 Call
 

Master data

WKN: MG1SYR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Oshkosh Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 12/20/2024
Issue date: 4/8/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.95
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -1.51
Time value: 0.60
Break-even: 116.77
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.57
Spread abs.: 0.09
Spread %: 17.65%
Delta: 0.37
Theta: -0.03
Omega: 5.97
Rho: 0.13
 

Quote data

Open: 0.500
High: 0.580
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -17.14%
3 Months
  -66.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.700 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -