Morgan Stanley Call 450 EG 21.03..../  DE000MG9DJL0  /

Stuttgart
2024-11-12  9:16:00 PM Chg.+0.050 Bid2024-11-12 Ask2024-11-12 Underlying Strike price Expiration date Option type
0.170EUR +41.67% 0.170
Bid Size: 10,000
0.440
Ask Size: 10,000
Everest Group Ltd 450.00 USD 2025-03-21 Call
 

Master data

WKN: MG9DJL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Everest Group Ltd
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2025-03-21
Issue date: 2024-08-13
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 86.61
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.56
Time value: 0.40
Break-even: 426.02
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.79
Spread abs.: 0.27
Spread %: 207.69%
Delta: 0.15
Theta: -0.05
Omega: 12.68
Rho: 0.17
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -67.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.120
1M High / 1M Low: 0.640 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -