Morgan Stanley Call 360 GD 21.03..../  DE000MG0WVS9  /

Stuttgart
2024-06-04  4:18:47 PM Chg.+0.010 Bid8:29:55 PM Ask8:29:55 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.360
Bid Size: 15,000
0.440
Ask Size: 15,000
General Dynamics Cor... 360.00 USD 2025-03-21 Call
 

Master data

WKN: MG0WVS
Issuer: Morgan Stanley
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Call
Strike price: 360.00 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: 62.15
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -5.66
Time value: 0.44
Break-even: 334.45
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.29
Spread abs.: 0.08
Spread %: 22.22%
Delta: 0.19
Theta: -0.03
Omega: 11.83
Rho: 0.38
 

Quote data

Open: 0.360
High: 0.380
Low: 0.360
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.460 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -