Morgan Stanley Call 56 IXD1 21.03.../  DE000MG0RM77  /

Stuttgart
10/30/2024  1:27:53 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.237EUR - -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 56.00 EUR 3/21/2025 Call
 

Master data

WKN: MG0RM7
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 3/21/2025
Issue date: 3/25/2024
Last trading day: 10/31/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.57
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.50
Time value: 0.25
Break-even: 58.48
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 1.64%
Delta: 0.38
Theta: -0.02
Omega: 7.85
Rho: 0.06
 

Quote data

Open: 0.237
High: 0.237
Low: 0.237
Previous Close: 0.280
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.85%
3 Months  
+175.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.330 0.237
6M High / 6M Low: 0.330 0.061
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.64%
Volatility 6M:   155.90%
Volatility 1Y:   -
Volatility 3Y:   -