Morgan Stanley Call 64 WPM 21.03..../  DE000MG0YY82  /

Stuttgart
2024-05-23  5:47:57 PM Chg.-0.040 Bid8:20:10 PM Ask8:20:10 PM Underlying Strike price Expiration date Option type
0.400EUR -9.09% 0.380
Bid Size: 80,000
0.410
Ask Size: 80,000
Wheaton Precious Met... 64.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YY8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wheaton Precious Metals Corp
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.62
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -0.68
Time value: 0.45
Break-even: 63.62
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.44
Theta: -0.01
Omega: 5.15
Rho: 0.15
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month  
+17.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.410
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -