Morgan Stanley Call 6000 GIVN 19..../  DE000MG855V2  /

Stuttgart
11/15/2024  1:58:44 PM Chg.-0.006 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.062EUR -8.82% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 6,000.00 CHF 6/19/2026 Call
 

Master data

WKN: MG855V
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 6/19/2026
Issue date: 7/26/2024
Last trading day: 6/19/2026
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 58.24
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -2.32
Time value: 0.07
Break-even: 6,469.51
Moneyness: 0.64
Premium: 0.59
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 4.48%
Delta: 0.13
Theta: -0.26
Omega: 7.37
Rho: 7.10
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -48.33%
3 Months
  -44.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.068
1M High / 1M Low: 0.120 0.068
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -