Morgan Stanley Call 66 AA 21.03.2.../  DE000MG4PM34  /

Stuttgart
2024-07-24  9:13:33 PM Chg.-0.004 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.047EUR -7.84% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 66.00 USD 2025-03-21 Call
 

Master data

WKN: MG4PM3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-23
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.22
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.45
Parity: -2.96
Time value: 0.06
Break-even: 61.44
Moneyness: 0.51
Premium: 0.97
Premium p.a.: 1.80
Spread abs.: 0.01
Spread %: 15.09%
Delta: 0.11
Theta: -0.01
Omega: 5.58
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.049
Low: 0.047
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.86%
1 Month
  -61.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.047
1M High / 1M Low: 0.165 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -