Morgan Stanley Call 140 UPS 21.03.../  DE000MG26DR0  /

Stuttgart
11/8/2024  1:38:00 PM Chg.-0.020 Bid3:17:31 PM Ask3:17:31 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.500
Bid Size: 7,500
0.520
Ask Size: 7,500
United Parcel Servic... 140.00 USD 3/21/2025 Call
 

Master data

WKN: MG26DR
Issuer: Morgan Stanley
Currency: EUR
Underlying: United Parcel Service
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 3/21/2025
Issue date: 4/11/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.37
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -0.54
Time value: 0.51
Break-even: 134.78
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.44
Theta: -0.03
Omega: 10.63
Rho: 0.18
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -9.26%
3 Months
  -2.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.740 0.460
6M High / 6M Low: 1.940 0.420
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.46%
Volatility 6M:   174.30%
Volatility 1Y:   -
Volatility 3Y:   -