Morgan Stanley Call 55 AA 20.12.2.../  DE000MG4M0Z5  /

Stuttgart
11/6/2024  4:23:20 PM Chg.+0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.047EUR +2.17% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 55.00 USD 12/20/2024 Call
 

Master data

WKN: MG4M0Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 12/20/2024
Issue date: 5/22/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.45
Parity: -1.12
Time value: 0.05
Break-even: 50.81
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 7.74
Spread abs.: 0.01
Spread %: 10.87%
Delta: 0.14
Theta: -0.02
Omega: 10.45
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.050
Low: 0.047
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.24%
1 Month  
+2.17%
3 Months  
+95.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.030
1M High / 1M Low: 0.061 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -