Morgan Stanley Call 120 OSK 20.12.../  DE000MG1SYR1  /

Stuttgart
2024-05-31  9:22:58 PM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.910EUR +2.25% -
Bid Size: -
-
Ask Size: -
Oshkosh Corporation 120.00 USD 2024-12-20 Call
 

Master data

WKN: MG1SYR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Oshkosh Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.81
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -0.58
Time value: 0.97
Break-even: 120.31
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 5.43%
Delta: 0.50
Theta: -0.03
Omega: 5.45
Rho: 0.24
 

Quote data

Open: 0.870
High: 0.910
Low: 0.870
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.21%
1 Month
  -16.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.830
1M High / 1M Low: 1.360 0.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   1.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -