Morgan Stanley Call 90 NDAQ 21.03.../  DE000MG0ZLC7  /

Stuttgart
2024-12-23  5:43:50 PM Chg.-0.015 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.110EUR -12.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 90.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZLC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.16
Time value: 0.12
Break-even: 87.68
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 9.26%
Delta: 0.20
Theta: -0.02
Omega: 12.76
Rho: 0.03
 

Quote data

Open: 0.113
High: 0.113
Low: 0.110
Previous Close: 0.125
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.54%
1 Month
  -36.42%
3 Months  
+22.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.142 0.110
1M High / 1M Low: 0.250 0.110
6M High / 6M Low: 0.250 0.055
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.81%
Volatility 6M:   143.07%
Volatility 1Y:   -
Volatility 3Y:   -