Morgan Stanley Call 25200 DAX 21..../  DE000MG0S902  /

Stuttgart
2024-05-17  2:46:57 PM Chg.+0.001 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.027EUR +3.85% 0.027
Bid Size: 500,000
0.040
Ask Size: 500,000
DAX 25,200.00 EUR 2025-03-21 Call
 

Master data

WKN: MG0S90
Issuer: Morgan Stanley
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 25,200.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-26
Last trading day: 2025-03-21
Ratio: 1000:1
Exercise type: European
Quanto: -
Gearing: 468.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -6.46
Time value: 0.04
Break-even: 25,240.00
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 53.85%
Delta: 0.04
Theta: -0.44
Omega: 18.22
Rho: 5.80
 

Quote data

Open: 0.027
High: 0.027
Low: 0.026
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.026
1M High / 1M Low: 0.028 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -