Morgan Stanley Call 17.5 GOLD 18..../  DE000MG8ALT7  /

Stuttgart
10/18/2024  8:49:58 PM Chg.+0.35 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.31EUR +7.06% -
Bid Size: -
-
Ask Size: -
Barrick Gold Corpora... 17.50 USD 6/18/2026 Call
 

Master data

WKN: MG8ALT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Barrick Gold Corporation
Type: Warrant
Option type: Call
Strike price: 17.50 USD
Maturity: 6/18/2026
Issue date: 7/30/2024
Last trading day: 6/18/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 5.08
Intrinsic value: 3.15
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 3.15
Time value: 2.16
Break-even: 21.41
Moneyness: 1.20
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.78
Theta: 0.00
Omega: 2.81
Rho: 0.16
 

Quote data

Open: 5.03
High: 5.31
Low: 5.03
Previous Close: 4.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.46%
1 Month  
+12.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.31 4.65
1M High / 1M Low: 5.31 4.38
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.88
Avg. volume 1W:   0.00
Avg. price 1M:   4.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -