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

Stuttgart
7/17/2024  9:05:48 AM Chg.-0.04 Bid10:25:38 AM Ask10:25:38 AM Underlying Strike price Expiration date Option type
1.05EUR -3.67% 1.15
Bid Size: 5,000
1.21
Ask Size: 5,000
VERBUND AG INH... 70.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 6/19/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.51
Implied volatility: 0.43
Historic volatility: 0.27
Parity: 0.51
Time value: 0.65
Break-even: 81.50
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.07
Spread %: 6.48%
Delta: 0.67
Theta: -0.03
Omega: 4.38
Rho: 0.17
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.08
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.19
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:   -