Morgan Stanley Call 35 703 20.12..../  DE000MG2EZB0  /

Stuttgart
2024-05-29  8:23:42 AM Chg.-0.020 Bid12:46:02 PM Ask12:46:02 PM Underlying Strike price Expiration date Option type
0.690EUR -2.82% 0.650
Bid Size: 40,000
0.690
Ask Size: 40,000
ALFEN N.V. EO -,10 35.00 EUR 2024-12-20 Call
 

Master data

WKN: MG2EZB
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-16
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.83
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.08
Implied volatility: 0.64
Historic volatility: 0.62
Parity: 0.08
Time value: 0.66
Break-even: 42.40
Moneyness: 1.02
Premium: 0.19
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 7.25%
Delta: 0.63
Theta: -0.02
Omega: 3.04
Rho: 0.08
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.85%
1 Month
  -41.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.680
1M High / 1M Low: 1.290 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   1.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -