Morgan Stanley Call 475 LONN 21.0.../  DE000MG2UM88  /

Stuttgart
2024-12-20  2:52:37 PM Chg.-0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.650EUR -9.72% -
Bid Size: -
-
Ask Size: -
LONZA N 475.00 CHF 2025-03-21 Call
 

Master data

WKN: MG2UM8
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 475.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-23
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.59
Implied volatility: 0.29
Historic volatility: 0.33
Parity: 0.59
Time value: 0.13
Break-even: 581.97
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.81
Theta: -0.16
Omega: 6.38
Rho: 0.96
 

Quote data

Open: 0.610
High: 0.650
Low: 0.610
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.47%
1 Month
  -10.96%
3 Months
  -18.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.650
1M High / 1M Low: 0.960 0.620
6M High / 6M Low: 1.350 0.540
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.33%
Volatility 6M:   162.45%
Volatility 1Y:   -
Volatility 3Y:   -