Morgan Stanley Call 4750 GIVN 20..../  DE000MG855J7  /

Stuttgart
2024-12-23  4:28:36 PM Chg.-0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.031EUR -3.13% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,750.00 CHF 2025-06-20 Call
 

Master data

WKN: MG855J
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,750.00 CHF
Maturity: 2025-06-20
Issue date: 2024-07-26
Last trading day: 2025-06-20
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 105.48
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.21
Parity: -0.86
Time value: 0.04
Break-even: 5,114.14
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 29.03%
Delta: 0.14
Theta: -0.42
Omega: 14.40
Rho: 2.60
 

Quote data

Open: 0.032
High: 0.033
Low: 0.031
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -6.06%
3 Months
  -88.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.031
1M High / 1M Low: 0.045 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -