Morgan Stanley Call 100 SRE 21.03.../  DE000MG0YGR8  /

Stuttgart
2024-05-31  8:50:53 PM Chg.+0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.093EUR +16.25% -
Bid Size: -
-
Ask Size: -
Sempra 100.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YGR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 100.00 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: 66.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -2.12
Time value: 0.11
Break-even: 93.25
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 15.05%
Delta: 0.15
Theta: -0.01
Omega: 10.20
Rho: 0.08
 

Quote data

Open: 0.074
High: 0.093
Low: 0.074
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+47.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.076
1M High / 1M Low: 0.093 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -