Morgan Stanley Call 460 Orsted A/.../  DE000MG2UYL8  /

Stuttgart
7/17/2024  2:13:23 PM Chg.+0.010 Bid7/17/2024 Ask7/17/2024 Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.510
Bid Size: 25,000
0.560
Ask Size: 25,000
- 460.00 DKK 12/20/2024 Call
 

Master data

WKN: MG2UYL
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 460.00 DKK
Maturity: 12/20/2024
Issue date: 4/23/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.04
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.55
Parity: -1.02
Time value: 0.57
Break-even: 67.37
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.88
Spread abs.: 0.07
Spread %: 14.00%
Delta: 0.44
Theta: -0.03
Omega: 3.93
Rho: 0.07
 

Quote data

Open: 0.480
High: 0.510
Low: 0.480
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month  
+4.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.500
1M High / 1M Low: 0.650 0.470
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:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -