Morgan Stanley Call 6000 GIVN 20..../  DE000MG0DA51  /

Stuttgart
2024-05-21  11:20:28 AM Chg.+0.010 Bid12:24:49 PM Ask12:24:49 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% 0.500
Bid Size: 10,000
0.540
Ask Size: 10,000
GIVAUDAN N 6,000.00 CHF 2025-06-20 Call
 

Master data

WKN: MG0DA5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 2025-06-20
Issue date: 2024-03-19
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 78.49
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -19.09
Time value: 0.53
Break-even: 6,122.05
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.11
Theta: -0.30
Omega: 8.99
Rho: 4.58
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.95%
1 Month  
+25.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.480 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.453
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -