Morgan Stanley Call 250 ADP 19.12.../  DE000MG0Y8L8  /

Stuttgart
7/31/2024  8:52:24 PM Chg.+0.41 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
3.69EUR +12.50% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 12/19/2025 Call
 

Master data

WKN: MG0Y8L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 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: 7.07
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 0.72
Implied volatility: 0.22
Historic volatility: 0.16
Parity: 0.72
Time value: 2.65
Break-even: 264.85
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.90%
Delta: 0.67
Theta: -0.03
Omega: 4.74
Rho: 1.75
 

Quote data

Open: 3.28
High: 3.99
Low: 3.28
Previous Close: 3.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.79%
1 Month  
+50.61%
3 Months  
+29.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.28 2.80
1M High / 1M Low: 3.28 2.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -