Morgan Stanley Call 5850 SX5E 20..../  DE000MG2LNP1  /

Stuttgart
25/07/2024  15:14:34 Chg.-0.005 Bid18:15:43 Ask18:15:43 Underlying Strike price Expiration date Option type
0.026EUR -16.13% 0.029
Bid Size: 250,000
0.049
Ask Size: 250,000
DJ EURO STOXX 50 EUR... 5,850.00 EUR 20/12/2024 Call
 

Master data

WKN: MG2LNP
Issuer: Morgan Stanley
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 5,850.00 EUR
Maturity: 20/12/2024
Issue date: 18/04/2024
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 986.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.12
Parity: -10.18
Time value: 0.05
Break-even: 5,854.90
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 68.97%
Delta: 0.03
Theta: -0.11
Omega: 29.21
Rho: 0.56
 

Quote data

Open: 0.028
High: 0.028
Low: 0.026
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -70.11%
3 Months
  -84.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.031
1M High / 1M Low: 0.087 0.031
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -