Morgan Stanley Call 50 SII 21.03..../  DE000MG0YXX1  /

Stuttgart
21/10/2024  17:48:41 Chg.- Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
1.75EUR - -
Bid Size: -
-
Ask Size: -
WHEATON PREC. METALS 50.00 - 21/03/2025 Call
 

Master data

WKN: MG0YXX
Issuer: Morgan Stanley
Currency: EUR
Underlying: WHEATON PREC. METALS
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 22/10/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.57
Implied volatility: 1.15
Historic volatility: 0.27
Parity: 0.57
Time value: 1.15
Break-even: 67.20
Moneyness: 1.11
Premium: 0.21
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 1.18%
Delta: 0.70
Theta: -0.05
Omega: 2.26
Rho: 0.07
 

Quote data

Open: 1.70
High: 1.75
Low: 1.70
Previous Close: 1.65
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.24%
3 Months  
+62.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.75 1.42
6M High / 6M Low: 1.75 0.69
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.33%
Volatility 6M:   112.89%
Volatility 1Y:   -
Volatility 3Y:   -