Morgan Stanley Call 4000 GIVN 19..../  DE000MG855B4  /

Stuttgart
2024-12-23  4:28:33 PM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.310EUR +3.33% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,000.00 CHF 2025-12-19 Call
 

Master data

WKN: MG855B
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,000.00 CHF
Maturity: 2025-12-19
Issue date: 2024-07-26
Last trading day: 2025-12-19
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 13.18
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.21
Parity: -0.06
Time value: 0.32
Break-even: 4,597.59
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.57
Theta: -0.56
Omega: 7.47
Rho: 20.40
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -3.13%
3 Months
  -60.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -