Morgan Stanley Call 64 ABBN 20.06.../  DE000MG9U7D2  /

Stuttgart
20/12/2024  16:27:20 Chg.- Bid09:25:48 Ask09:25:48 Underlying Strike price Expiration date Option type
0.027EUR - 0.026
Bid Size: 175,000
0.040
Ask Size: 175,000
ABB LTD N 64.00 CHF 20/06/2025 Call
 

Master data

WKN: MG9U7D
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 64.00 CHF
Maturity: 20/06/2025
Issue date: 21/08/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 130.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -1.64
Time value: 0.04
Break-even: 69.11
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 48.15%
Delta: 0.10
Theta: 0.00
Omega: 12.43
Rho: 0.02
 

Quote data

Open: 0.025
High: 0.027
Low: 0.025
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -44.90%
3 Months
  -49.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.027
1M High / 1M Low: 0.053 0.027
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:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -