Morgan Stanley Call 53 ABBN 21.03.../  DE000MG1WT72  /

Stuttgart
2024-05-17  11:24:57 AM Chg.-0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.155EUR -7.74% -
Bid Size: -
-
Ask Size: -
ABB LTD N 53.00 CHF 2025-03-21 Call
 

Master data

WKN: MG1WT7
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 53.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-08
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.31
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.59
Time value: 0.16
Break-even: 55.27
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 1.88%
Delta: 0.34
Theta: -0.01
Omega: 9.88
Rho: 0.12
 

Quote data

Open: 0.155
High: 0.155
Low: 0.155
Previous Close: 0.168
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.64%
1 Month  
+31.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.154
1M High / 1M Low: 0.170 0.105
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -