Morgan Stanley Call 13 WBA 18.06..../  DE000MG84BD3  /

Stuttgart
2024-11-15  8:22:55 PM Chg.-0.100 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.970EUR -9.35% -
Bid Size: -
-
Ask Size: -
Walgreens Boots Alli... 13.00 USD 2026-06-18 Call
 

Master data

WKN: MG84BD
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2026-06-18
Issue date: 2024-07-26
Last trading day: 2026-06-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.34
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.46
Parity: -4.29
Time value: 1.27
Break-even: 13.62
Moneyness: 0.65
Premium: 0.69
Premium p.a.: 0.39
Spread abs.: 0.33
Spread %: 35.11%
Delta: 0.43
Theta: 0.00
Omega: 2.74
Rho: 0.03
 

Quote data

Open: 1.080
High: 1.080
Low: 0.970
Previous Close: 1.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.09%
1 Month
  -50.00%
3 Months
  -50.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.970
1M High / 1M Low: 2.170 0.970
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.122
Avg. volume 1W:   0.000
Avg. price 1M:   1.403
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -