Morgan Stanley Call 240 BOX 21.03.../  DE000MG0Y1G3  /

Stuttgart
2024-11-12  4:19:41 PM Chg.-0.08 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.06EUR -7.02% -
Bid Size: -
-
Ask Size: -
BECTON, DICKINSON ... 240.00 - 2025-03-21 Call
 

Master data

WKN: MG0Y1G
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.82
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -2.00
Time value: 1.11
Break-even: 251.10
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 2.78%
Delta: 0.39
Theta: -0.07
Omega: 7.78
Rho: 0.27
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.46%
1 Month
  -24.29%
3 Months
  -34.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 0.78
1M High / 1M Low: 1.75 0.78
6M High / 6M Low: 2.25 0.78
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.92%
Volatility 6M:   154.32%
Volatility 1Y:   -
Volatility 3Y:   -