Morgan Stanley Call 37.5 8GM 21.0.../  DE000MD9RGB0  /

EUWAX
2024-05-03  8:41:40 PM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.680EUR - -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 37.50 - 2024-06-21 Call
 

Master data

WKN: MD9RGB
Issuer: Morgan Stanley
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 37.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-05-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.76
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 1.34
Historic volatility: 0.26
Parity: 0.40
Time value: 0.32
Break-even: 44.70
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 2.93
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.69
Theta: -0.12
Omega: 3.95
Rho: 0.01
 

Quote data

Open: 0.690
High: 0.730
Low: 0.680
Previous Close: 0.710
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.45%
3 Months  
+44.68%
YTD  
+161.54%
1 Year  
+106.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.710 0.680
6M High / 6M Low: 0.830 0.127
High (YTD): 2024-04-26 0.830
Low (YTD): 2024-01-18 0.168
52W High: 2024-04-26 0.830
52W Low: 2023-11-10 0.047
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.695
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   191.95%
Volatility 1Y:   184.63%
Volatility 3Y:   -