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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: 5.80
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.43
Implied volatility: 0.94
Historic volatility: 0.26
Parity: 0.43
Time value: 0.29
Break-even: 44.70
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.70
Theta: -0.06
Omega: 4.06
Rho: 0.02
 

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  
+15.25%
3 Months  
+100.00%
YTD  
+161.54%
1 Year  
+126.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.830 0.510
6M High / 6M Low: 0.830 0.052
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:   0.681
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   170.76%
Volatility 6M:   205.78%
Volatility 1Y:   181.85%
Volatility 3Y:   -