Morgan Stanley Call 280 STZ 21.03.../  DE000MG0YH83  /

Stuttgart
2024-06-07  4:19:36 PM Chg.+0.040 Bid8:52:23 PM Ask8:52:23 PM Underlying Strike price Expiration date Option type
0.910EUR +4.60% 0.960
Bid Size: 40,000
1.030
Ask Size: 40,000
Constellation Brands... 280.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YH8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Constellation Brands Inc
Type: Warrant
Option type: Call
Strike price: 280.00 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: 23.92
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -2.74
Time value: 0.96
Break-even: 266.67
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 6.67%
Delta: 0.36
Theta: -0.04
Omega: 8.65
Rho: 0.58
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -27.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.870
1M High / 1M Low: 1.380 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   1.012
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -