Morgan Stanley Call 9 FOLD 20.12..../  DE000MG44RM4  /

Stuttgart
2024-05-29  5:38:40 PM Chg.-0.02 Bid9:56:06 PM Ask9:56:06 PM Underlying Strike price Expiration date Option type
1.74EUR -1.14% 1.69
Bid Size: 12,500
1.80
Ask Size: 12,500
Amicus Therapeutics ... 9.00 USD 2024-12-20 Call
 

Master data

WKN: MG44RM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Amicus Therapeutics Inc
Type: Warrant
Option type: Call
Strike price: 9.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-13
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.53
Implied volatility: 0.62
Historic volatility: 0.39
Parity: 0.53
Time value: 1.40
Break-even: 10.22
Moneyness: 1.06
Premium: 0.16
Premium p.a.: 0.30
Spread abs.: 0.11
Spread %: 6.04%
Delta: 0.66
Theta: 0.00
Omega: 3.02
Rho: 0.02
 

Quote data

Open: 1.79
High: 1.79
Low: 1.74
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.60
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -