Morgan Stanley Call 250 BOX 21.03.../  DE000MG0Y1H1  /

Stuttgart
2024-05-24  8:48:31 PM Chg.-0.05 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.08EUR -4.42% -
Bid Size: -
-
Ask Size: -
BECTON, DICKINSON ... 250.00 - 2025-03-21 Call
 

Master data

WKN: MG0Y1H
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.00
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -3.91
Time value: 1.11
Break-even: 261.10
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 2.78%
Delta: 0.34
Theta: -0.04
Omega: 6.55
Rho: 0.51
 

Quote data

Open: 1.22
High: 1.22
Low: 1.08
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -23.40%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.08
1M High / 1M Low: 1.59 1.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -