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

Stuttgart
2024-06-28  8:17:29 PM Chg.-0.10 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.14EUR -8.06% -
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: 6.04
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.37
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 0.37
Time value: 0.86
Break-even: 82.20
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 7.02%
Delta: 0.64
Theta: -0.03
Omega: 3.89
Rho: 0.17
 

Quote data

Open: 1.23
High: 1.23
Low: 1.14
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.28%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.14
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -