Morgan Stanley Call 6.2 RR/ 20.12.../  DE000MG32077  /

Stuttgart
17/07/2024  13:22:02 Chg.0.000 Bid17:30:00 Ask17:30:00 Underlying Strike price Expiration date Option type
0.270EUR 0.00% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 6.20 GBP 20/12/2024 Call
 

Master data

WKN: MG3207
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 6.20 GBP
Maturity: 20/12/2024
Issue date: 26/04/2024
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 18.77
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.42
Parity: -1.92
Time value: 0.29
Break-even: 7.66
Moneyness: 0.74
Premium: 0.41
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.28
Theta: 0.00
Omega: 5.22
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.68%
1 Month
  -6.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.199
1M High / 1M Low: 0.340 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -