Morgan Stanley Call 450 LULU 19.1.../  DE000MG29RE2  /

Stuttgart
11/12/2024  11:26:36 AM Chg.-0.001 Bid6:37:34 PM Ask6:37:34 PM Underlying Strike price Expiration date Option type
0.232EUR -0.43% 0.237
Bid Size: 250,000
0.241
Ask Size: 250,000
Lululemon Athletica ... 450.00 USD 12/19/2025 Call
 

Master data

WKN: MG29RE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 12/19/2025
Issue date: 4/12/2024
Last trading day: 12/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.50
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.33
Parity: -1.23
Time value: 0.24
Break-even: 445.92
Moneyness: 0.71
Premium: 0.49
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 1.70%
Delta: 0.33
Theta: -0.07
Omega: 4.12
Rho: 0.82
 

Quote data

Open: 0.232
High: 0.232
Low: 0.232
Previous Close: 0.233
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.28%
1 Month  
+84.13%
3 Months  
+141.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.235 0.208
1M High / 1M Low: 0.235 0.142
6M High / 6M Low: 0.460 0.086
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.26%
Volatility 6M:   140.27%
Volatility 1Y:   -
Volatility 3Y:   -