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

Stuttgart
2024-12-20  10:57:07 AM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.860EUR -4.44% -
Bid Size: -
-
Ask Size: -
LONZA N 450.00 CHF 2025-03-21 Call
 

Master data

WKN: MG567T
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 2025-03-21
Issue date: 2024-06-03
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.86
Implied volatility: 0.32
Historic volatility: 0.33
Parity: 0.86
Time value: 0.09
Break-even: 578.13
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.88
Theta: -0.13
Omega: 5.26
Rho: 1.00
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.63%
1 Month
  -8.51%
3 Months
  -17.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.860
1M High / 1M Low: 1.180 0.840
6M High / 6M Low: 1.530 0.700
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.946
Avg. volume 1M:   0.000
Avg. price 6M:   1.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.08%
Volatility 6M:   120.06%
Volatility 1Y:   -
Volatility 3Y:   -