Morgan Stanley Call 320 AXP 18.06.../  DE000MG807W1  /

Stuttgart
12/23/2024  11:31:17 AM Chg.-0.11 Bid12:25:20 PM Ask12:25:20 PM Underlying Strike price Expiration date Option type
4.13EUR -2.59% 4.02
Bid Size: 750
4.11
Ask Size: 750
American Express Com... 320.00 USD 6/18/2026 Call
 

Master data

WKN: MG807W
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 6/18/2026
Issue date: 7/25/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -2.05
Time value: 4.04
Break-even: 347.11
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.75%
Delta: 0.55
Theta: -0.05
Omega: 3.88
Rho: 1.73
 

Quote data

Open: 4.13
High: 4.13
Low: 4.13
Previous Close: 4.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month
  -2.13%
3 Months  
+68.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.24 3.86
1M High / 1M Low: 4.52 3.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.10
Avg. volume 1W:   0.00
Avg. price 1M:   4.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -