Morgan Stanley Call 440 HD 21.03..../  DE000MG81R50  /

Stuttgart
06/11/2024  18:02:48 Chg.-0.190 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.420EUR -31.15% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 440.00 USD 21/03/2025 Call
 

Master data

WKN: MG81R5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 21/03/2025
Issue date: 25/07/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 56.29
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.65
Time value: 0.65
Break-even: 408.92
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.26
Theta: -0.06
Omega: 14.69
Rho: 0.33
 

Quote data

Open: 0.640
High: 0.640
Low: 0.420
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -44.74%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -