Morgan Stanley Call 450 LONN 21.0.../  DE000MG567T7  /

Stuttgart
12/11/2024  10:28:38 Chg.-0.02 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.22EUR -1.61% -
Bid Size: -
-
Ask Size: -
LONZA N 450.00 CHF 21/03/2025 Call
 

Master data

WKN: MG567T
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 21/03/2025
Issue date: 03/06/2024
Last trading day: 21/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.80
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 1.10
Implied volatility: 0.34
Historic volatility: 0.32
Parity: 1.10
Time value: 0.13
Break-even: 602.50
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.82%
Delta: 0.88
Theta: -0.12
Omega: 4.23
Rho: 1.40
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.96%
1 Month  
+22.00%
3 Months
  -0.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.07
1M High / 1M Low: 1.30 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -