Morgan Stanley Call 52.5 ABBN 20..../  DE000MG6ZVB5  /

Stuttgart
2024-12-20  10:53:34 AM Chg.-0.024 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.150EUR -13.79% -
Bid Size: -
-
Ask Size: -
ABB LTD N 52.50 CHF 2025-06-20 Call
 

Master data

WKN: MG6ZVB
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 52.50 CHF
Maturity: 2025-06-20
Issue date: 2024-07-04
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.22
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.21
Parity: -0.41
Time value: 0.18
Break-even: 58.16
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 1.70%
Delta: 0.37
Theta: -0.01
Omega: 10.72
Rho: 0.09
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.174
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -34.78%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.150
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.247
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -