Morgan Stanley Call 6 SBSW 21.03..../  DE000MG0YXH4  /

Stuttgart
2024-06-03  11:45:37 AM Chg.-0.040 Bid1:22:49 PM Ask1:22:49 PM Underlying Strike price Expiration date Option type
0.800EUR -4.76% 0.840
Bid Size: 3,750
0.910
Ask Size: 3,750
Sibanye Stillwater 6.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YXH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 6.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.54
Parity: -0.86
Time value: 0.92
Break-even: 6.45
Moneyness: 0.85
Premium: 0.38
Premium p.a.: 0.50
Spread abs.: 0.07
Spread %: 8.24%
Delta: 0.54
Theta: 0.00
Omega: 2.73
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.98%
1 Month  
+15.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.840
1M High / 1M Low: 1.230 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.920
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -