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Morgan Stanley Call 35 8GM 21.06..../  DE000MD9RG99  /

EUWAX
2024-05-17  4:33:20 PM Chg.0.00 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
1.01EUR 0.00% 1.01
Bid Size: 200,000		 1.02
Ask Size: 200,000		 GENERAL MOTORS D... 35.00 - 2024-06-21 Call
 

Master data

WKN: MD9RG9
Issuer: Morgan Stanley
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.23
Historic volatility: 0.26
Parity: 0.72
Time value: 0.30
Break-even: 45.20
Moneyness: 1.21
Premium: 0.07
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.76
Theta: -0.07
Omega: 3.13
Rho: 0.02
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.21%
1 Month  
+32.89%
3 Months  
+102.00%
YTD  
+172.97%
1 Year  
+152.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.95
1M High / 1M Low: 1.06 0.72
6M High / 6M Low: 1.06 0.09
High (YTD): 2024-04-26 1.06
Low (YTD): 2024-01-18 0.26
52W High: 2024-04-26 1.06
52W Low: 2023-11-10 0.08
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.55
Avg. volume 6M:   0.00
Avg. price 1Y:   0.49
Avg. volume 1Y:   0.00
Volatility 1M:   105.19%
Volatility 6M:   179.09%
Volatility 1Y:   162.96%
Volatility 3Y:   -