Morgan Stanley Call 68 DAL 20.12..../  DE000MG0XFL5  /

Stuttgart
11/14/2024  4:38:19 PM Chg.+0.064 Bid4:47:43 PM Ask4:47:43 PM Underlying Strike price Expiration date Option type
0.260EUR +32.65% 0.260
Bid Size: 150,000
0.270
Ask Size: 150,000
Delta Air Lines Inc 68.00 USD 12/20/2024 Call
 

Master data

WKN: MG0XFL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 68.00 USD
Maturity: 12/20/2024
Issue date: 3/27/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.29
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -0.34
Time value: 0.20
Break-even: 66.31
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 1.33
Spread abs.: 0.00
Spread %: 1.56%
Delta: 0.38
Theta: -0.04
Omega: 11.76
Rho: 0.02
 

Quote data

Open: 0.191
High: 0.260
Low: 0.191
Previous Close: 0.196
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+176.60%
1 Month  
+1200.00%
3 Months  
+1757.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.196 0.094
1M High / 1M Low: 0.196 0.020
6M High / 6M Low: 0.196 0.012
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.81%
Volatility 6M:   294.24%
Volatility 1Y:   -
Volatility 3Y:   -