Morgan Stanley Call 55 ABBN 20.06.../  DE000MG6XEB6  /

Stuttgart
2024-12-20  4:07:16 PM Chg.-0.008 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.103EUR -7.21% -
Bid Size: -
-
Ask Size: -
ABB LTD N 55.00 CHF 2025-06-20 Call
 

Master data

WKN: MG6XEB
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 55.00 CHF
Maturity: 2025-06-20
Issue date: 2024-07-03
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.70
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.21
Parity: -0.67
Time value: 0.11
Break-even: 60.17
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.33
Spread abs.: 0.00
Spread %: 2.75%
Delta: 0.26
Theta: -0.01
Omega: 12.03
Rho: 0.06
 

Quote data

Open: 0.095
High: 0.103
Low: 0.095
Previous Close: 0.111
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.79%
1 Month
  -42.78%
3 Months
  -31.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.103
1M High / 1M Low: 0.222 0.103
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -