Morgan Stanley Call 6.2 RR/ 21.03.../  DE000MG32069  /

Stuttgart
2024-07-10  3:21:18 PM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.310EUR +6.90% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 6.20 GBP 2025-03-21 Call
 

Master data

WKN: MG3206
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 6.20 GBP
Maturity: 2025-03-21
Issue date: 2024-04-26
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 18.22
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -2.05
Time value: 0.29
Break-even: 7.62
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.28
Theta: 0.00
Omega: 5.05
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.310
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -32.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -