Morgan Stanley Call 400 SYK 21.03.../  DE000MG80G96  /

Stuttgart
2024-11-19  6:23:24 PM Chg.-0.040 Bid8:22:04 PM Ask8:22:04 PM Underlying Strike price Expiration date Option type
0.174EUR -18.69% 0.181
Bid Size: 250,000
0.186
Ask Size: 250,000
Stryker Corp 400.00 USD 2025-03-21 Call
 

Master data

WKN: MG80G9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2025-03-21
Issue date: 2024-07-25
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.88
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -0.10
Time value: 0.18
Break-even: 395.15
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 1.73%
Delta: 0.48
Theta: -0.10
Omega: 10.03
Rho: 0.53
 

Quote data

Open: 0.181
High: 0.181
Low: 0.174
Previous Close: 0.214
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.18%
1 Month  
+47.46%
3 Months  
+128.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.214 0.146
1M High / 1M Low: 0.214 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -