Morgan Stanley Call 135 DHI 21.03.../  DE000MG4D963  /

Stuttgart
2024-07-09  8:59:27 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 135.00 USD 2025-03-21 Call
 

Master data

WKN: MG4D96
Issuer: Morgan Stanley
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 23.28
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.11
Implied volatility: 0.07
Historic volatility: 0.28
Parity: 0.11
Time value: 0.43
Break-even: 130.05
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.73
Theta: -0.01
Omega: 17.11
Rho: 0.61
 

Quote data

Open: 0.520
High: 0.540
Low: 0.520
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -8.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.510
1M High / 1M Low: 0.620 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -