Morgan Stanley Call 240 ADP 19.12.../  DE000MG0Y8J2  /

Stuttgart
10/16/2024  10:20:59 AM Chg.-0.08 Bid2:55:42 PM Ask2:55:42 PM Underlying Strike price Expiration date Option type
6.11EUR -1.29% 6.00
Bid Size: 750
6.07
Ask Size: 750
Automatic Data Proce... 240.00 USD 12/19/2025 Call
 

Master data

WKN: MG0Y8J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 12/19/2025
Issue date: 3/27/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 5.61
Intrinsic value: 4.60
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 4.60
Time value: 1.47
Break-even: 281.22
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.50%
Delta: 0.84
Theta: -0.03
Omega: 3.70
Rho: 1.93
 

Quote data

Open: 6.11
High: 6.11
Low: 6.11
Previous Close: 6.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.53%
1 Month  
+19.80%
3 Months  
+95.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.19 5.79
1M High / 1M Low: 6.19 4.68
6M High / 6M Low: 6.19 2.46
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.94
Avg. volume 1W:   0.00
Avg. price 1M:   5.28
Avg. volume 1M:   0.00
Avg. price 6M:   3.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.16%
Volatility 6M:   73.32%
Volatility 1Y:   -
Volatility 3Y:   -