Morgan Stanley Call 500 LONN 21.0.../  DE000MG24Y10  /

Stuttgart
2024-12-20  12:29:48 PM Chg.-0.080 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.430EUR -15.69% -
Bid Size: -
-
Ask Size: -
LONZA N 500.00 CHF 2025-03-21 Call
 

Master data

WKN: MG24Y1
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.74
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.32
Implied volatility: 0.29
Historic volatility: 0.33
Parity: 0.32
Time value: 0.21
Break-even: 589.81
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.70
Theta: -0.19
Omega: 7.50
Rho: 0.85
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.51%
1 Month
  -20.37%
3 Months
  -31.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.430
1M High / 1M Low: 0.690 0.430
6M High / 6M Low: 1.120 0.420
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.88%
Volatility 6M:   174.94%
Volatility 1Y:   -
Volatility 3Y:   -