Morgan Stanley Call 63 703 20.12..../  DE000MG004G8  /

Stuttgart
2024-05-21  6:46:24 PM Chg.- Bid11:21:45 AM Ask11:21:45 AM Underlying Strike price Expiration date Option type
0.159EUR - 0.164
Bid Size: 40,000
0.190
Ask Size: 40,000
ALFEN N.V. EO -,10 63.00 EUR 2024-12-20 Call
 

Master data

WKN: MG004G
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-11
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.43
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.61
Parity: -2.74
Time value: 0.19
Break-even: 64.93
Moneyness: 0.56
Premium: 0.83
Premium p.a.: 1.82
Spread abs.: 0.03
Spread %: 18.40%
Delta: 0.22
Theta: -0.01
Omega: 4.12
Rho: 0.03
 

Quote data

Open: 0.172
High: 0.172
Low: 0.159
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.40%
1 Month
  -20.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.159
1M High / 1M Low: 0.270 0.159
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -