Morgan Stanley Call 42 G1A 20.06..../  DE000MG71VE6  /

Stuttgart
11/07/2024  11:12:54 Chg.-0.030 Bid11:58:38 Ask11:58:38 Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.320
Bid Size: 100,000
0.340
Ask Size: 100,000
GEA GROUP AG 42.00 EUR 20/06/2025 Call
 

Master data

WKN: MG71VE
Issuer: Morgan Stanley
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 20/06/2025
Issue date: 05/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.62
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.27
Time value: 0.37
Break-even: 45.70
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.51
Theta: -0.01
Omega: 5.38
Rho: 0.15
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -