Morgan Stanley Call 385 ANET 20.0.../  DE000MG0ZGW5  /

Stuttgart
2024-06-10  11:47:12 AM Chg.-0.060 Bid1:30:10 PM Ask1:30:10 PM Underlying Strike price Expiration date Option type
0.460EUR -11.54% 0.470
Bid Size: 750
0.540
Ask Size: 750
Arista Networks 385.00 USD 2024-09-20 Call
 

Master data

WKN: MG0ZGW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Arista Networks
Type: Warrant
Option type: Call
Strike price: 385.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.95
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -8.18
Time value: 0.52
Break-even: 362.38
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.67
Spread abs.: 0.05
Spread %: 10.64%
Delta: 0.17
Theta: -0.08
Omega: 8.93
Rho: 0.12
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.22%
1 Month
  -25.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 1.140 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -