Morgan Stanley Call 7 RR/ 20.12.2.../  DE000MG6EMC7  /

Stuttgart
2024-08-05  4:48:12 PM Chg.-0.023 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.199EUR -10.36% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 7.00 GBP 2024-12-20 Call
 

Master data

WKN: MG6EMC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 7.00 GBP
Maturity: 2024-12-20
Issue date: 2024-06-21
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 22.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.36
Parity: -2.84
Time value: 0.24
Break-even: 8.46
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 2.35
Spread abs.: 0.01
Spread %: 3.40%
Delta: 0.22
Theta: 0.00
Omega: 4.96
Rho: 0.00
 

Quote data

Open: 0.198
High: 0.199
Low: 0.198
Previous Close: 0.222
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.68%
1 Month  
+26.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.199
1M High / 1M Low: 0.260 0.148
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -