Morgan Stanley Call 540 MCO 21.03.../  DE000MG0Y3Q8  /

Stuttgart
2024-06-07  10:20:41 AM Chg.-0.001 Bid11:18:15 AM Ask11:18:15 AM Underlying Strike price Expiration date Option type
0.117EUR -0.85% 0.116
Bid Size: 6,250
0.129
Ask Size: 6,250
Moodys Corp 540.00 - 2025-03-21 Call
 

Master data

WKN: MG0Y3Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 29.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.66
Time value: 0.13
Break-even: 552.60
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 8.62%
Delta: 0.20
Theta: -0.07
Omega: 6.07
Rho: 0.50
 

Quote data

Open: 0.117
High: 0.117
Low: 0.117
Previous Close: 0.118
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.88%
1 Month  
+12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.118 0.094
1M High / 1M Low: 0.124 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -