Morgan Stanley Call 400 MDGL 20.1.../  DE000MG0D862  /

Stuttgart
2024-05-16  5:47:40 PM Chg.- Bid8:02:23 AM Ask8:02:23 AM Underlying Strike price Expiration date Option type
0.490EUR - 0.470
Bid Size: 1,000
0.570
Ask Size: 1,000
Madrigal Pharmaceuti... 400.00 USD 2024-12-20 Call
 

Master data

WKN: MG0D86
Issuer: Morgan Stanley
Currency: EUR
Underlying: Madrigal Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 36.33
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.55
Parity: -16.82
Time value: 0.55
Break-even: 373.56
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 1.86
Spread abs.: 0.06
Spread %: 12.24%
Delta: 0.14
Theta: -0.05
Omega: 5.19
Rho: 0.14
 

Quote data

Open: 0.470
High: 0.490
Low: 0.470
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month
  -14.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.570 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -