Morgan Stanley Call 37.5 ML 21.03.../  DE000MG2F574  /

Stuttgart
11/10/2024  08:17:14 Chg.-0.001 Bid10:40:06 Ask10:40:06 Underlying Strike price Expiration date Option type
0.113EUR -0.88% 0.107
Bid Size: 150,000
0.109
Ask Size: 150,000
Cie Generale des Eta... 37.50 EUR 21/03/2025 Call
 

Master data

WKN: MG2F57
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 21/03/2025
Issue date: 16/04/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.52
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -0.36
Time value: 0.12
Break-even: 38.69
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 4.39%
Delta: 0.34
Theta: -0.01
Omega: 9.66
Rho: 0.05
 

Quote data

Open: 0.113
High: 0.113
Low: 0.113
Previous Close: 0.114
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.06%
1 Month
  -44.06%
3 Months
  -34.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.174 0.114
1M High / 1M Low: 0.250 0.114
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -