Morgan Stanley Call 72 AA 21.03.2.../  DE000MG4PM67  /

Stuttgart
2024-07-24  9:13:33 PM Chg.-0.003 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.037EUR -7.50% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 72.00 USD 2025-03-21 Call
 

Master data

WKN: MG4PM6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-23
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.45
Parity: -3.51
Time value: 0.05
Break-even: 66.85
Moneyness: 0.47
Premium: 1.14
Premium p.a.: 2.18
Spread abs.: 0.01
Spread %: 22.50%
Delta: 0.09
Theta: -0.01
Omega: 5.60
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.038
Low: 0.037
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.48%
1 Month
  -56.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.037
1M High / 1M Low: 0.117 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -