Morgan Stanley Call 90 HEI 19.12..../  DE000MG1WZH1  /

Stuttgart
9/5/2024  9:13:50 PM Chg.-0.07 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.28EUR -5.19% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 90.00 EUR 12/19/2025 Call
 

Master data

WKN: MG1WZH
Issuer: Morgan Stanley
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/19/2025
Issue date: 4/8/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.81
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.27
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.27
Time value: 1.09
Break-even: 103.60
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.49%
Delta: 0.66
Theta: -0.01
Omega: 4.49
Rho: 0.61
 

Quote data

Open: 1.36
High: 1.36
Low: 1.28
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.67%
1 Month  
+7.56%
3 Months
  -28.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.35
1M High / 1M Low: 1.59 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -