Morgan Stanley Call 600 ZURN 20.0.../  DE000MG83X35  /

Stuttgart
12/11/2024  11:58:24 Chg.-0.003 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.035EUR -7.89% -
Bid Size: -
-
Ask Size: -
ZURICH INSURANCE N 600.00 CHF 20/06/2025 Call
 

Master data

WKN: MG83X3
Issuer: Morgan Stanley
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 136.05
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.14
Parity: -0.82
Time value: 0.04
Break-even: 643.44
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.27
Spread abs.: 0.00
Spread %: 7.89%
Delta: 0.14
Theta: -0.04
Omega: 19.44
Rho: 0.46
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months  
+66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.035
1M High / 1M Low: 0.051 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -