Morgan Stanley Call 70 SPDR S&P R.../  DE000MG0Z790  /

Stuttgart
2024-07-22  9:15:52 PM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.166EUR - -
Bid Size: -
-
Ask Size: -
- 70.00 - 2025-03-21 Call
 

Master data

WKN: MG0Z79
Issuer: Morgan Stanley
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -1.86
Time value: 0.15
Break-even: 71.53
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 2.00%
Delta: 0.21
Theta: -0.01
Omega: 6.90
Rho: 0.06
 

Quote data

Open: 0.154
High: 0.166
Low: 0.149
Previous Close: 0.156
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.61%
1 Month  
+435.48%
3 Months  
+118.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.166 0.114
1M High / 1M Low: 0.166 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.147
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -