Morgan Stanley Call 47.5 FPE3 21..../  DE000MG0R0N0  /

Stuttgart
14/08/2024  18:59:45 Chg.- Bid13:25:05 Ask13:25:05 Underlying Strike price Expiration date Option type
0.122EUR - 0.122
Bid Size: 20,000
0.131
Ask Size: 20,000
FUCHS SE VZO NA O.N... 47.50 EUR 21/03/2025 Call
 

Master data

WKN: MG0R0N
Issuer: Morgan Stanley
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 21/03/2025
Issue date: 25/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.29
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -0.85
Time value: 0.13
Break-even: 48.83
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 9.02%
Delta: 0.27
Theta: -0.01
Omega: 7.78
Rho: 0.05
 

Quote data

Open: 0.121
High: 0.122
Low: 0.121
Previous Close: 0.119
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.60%
3 Months
  -60.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.122 0.116
1M High / 1M Low: 0.202 0.116
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -