Morgan Stanley Call 47.5 SGM 21.0.../  DE000MG0QRA7  /

Stuttgart
2024-07-26  6:23:09 PM Chg.-0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.041EUR -10.87% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 47.50 EUR 2025-03-21 Call
 

Master data

WKN: MG0QRA
Issuer: Morgan Stanley
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 2025-03-21
Issue date: 2024-03-25
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.36
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -1.68
Time value: 0.05
Break-even: 47.97
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.99
Spread abs.: 0.00
Spread %: 6.82%
Delta: 0.12
Theta: 0.00
Omega: 7.58
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.041
Low: 0.040
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.04%
1 Month
  -69.40%
3 Months
  -82.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.145 0.041
1M High / 1M Low: 0.185 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -