Morgan Stanley Call 35 WY 21.03.2.../  DE000MG0ZM36  /

Stuttgart
2024-07-24  9:20:40 PM Chg.- Bid9:57:12 AM Ask9:57:12 AM Underlying Strike price Expiration date Option type
0.117EUR - 0.112
Bid Size: 3,750
-
Ask Size: -
Weyerhaeuser Company 35.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZM3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.97
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -0.47
Time value: 0.12
Break-even: 33.49
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.32
Theta: -0.01
Omega: 7.41
Rho: 0.05
 

Quote data

Open: 0.111
High: 0.118
Low: 0.111
Previous Close: 0.118
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month  
+37.65%
3 Months
  -39.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.129 0.117
1M High / 1M Low: 0.129 0.072
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -