Morgan Stanley Call 70 OEWA 20.12.../  DE000MG670S1  /

Stuttgart
2024-07-26  8:13:53 PM Chg.+0.100 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.970EUR +11.49% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 70.00 EUR 2024-12-20 Call
 

Master data

WKN: MG670S
Issuer: Morgan Stanley
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2024-06-19
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.45
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 0.45
Time value: 0.61
Break-even: 80.60
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.09
Spread %: 9.28%
Delta: 0.66
Theta: -0.03
Omega: 4.66
Rho: 0.16
 

Quote data

Open: 0.950
High: 0.970
Low: 0.880
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.83%
1 Month
  -21.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.870
1M High / 1M Low: 1.380 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.160
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -