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

Stuttgart
2024-05-17  9:19:21 PM Chg.-0.06 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.38EUR -4.17% -
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: 15.10
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -3.26
Time value: 1.44
Break-even: 264.40
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 2.86%
Delta: 0.40
Theta: -0.04
Omega: 6.00
Rho: 0.61
 

Quote data

Open: 1.41
High: 1.41
Low: 1.38
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.38
1M High / 1M Low: 1.59 1.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -