Morgan Stanley Call 37.5 CSX 21.0.../  DE000MG0YB63  /

Stuttgart
2024-06-04  10:20:49 AM Chg.-0.001 Bid11:16:39 AM Ask11:16:39 AM Underlying Strike price Expiration date Option type
0.122EUR -0.81% 0.120
Bid Size: 7,500
0.128
Ask Size: 7,500
CSX Corporation 37.50 USD 2025-03-21 Call
 

Master data

WKN: MG0YB6
Issuer: Morgan Stanley
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 37.50 USD
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.58
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.40
Time value: 0.13
Break-even: 35.67
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 1.57%
Delta: 0.35
Theta: 0.00
Omega: 8.35
Rho: 0.08
 

Quote data

Open: 0.122
High: 0.122
Low: 0.122
Previous Close: 0.123
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month
  -31.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.146 0.123
1M High / 1M Low: 0.190 0.123
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -