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

Stuttgart
2024-08-28  5:31:38 PM Chg.-0.008 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.030EUR -21.05% -
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: 74.85
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.45
Parity: -2.84
Time value: 0.04
Break-even: 59.46
Moneyness: 0.52
Premium: 0.94
Premium p.a.: 2.25
Spread abs.: 0.00
Spread %: 10.81%
Delta: 0.08
Theta: 0.00
Omega: 6.32
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.030
Low: 0.027
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -36.17%
3 Months
  -83.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.035
1M High / 1M Low: 0.043 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:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -