Morgan Stanley Call 6500 SX5E 20..../  DE000MG0FRB8  /

Stuttgart
2024-05-28  9:26:44 AM Chg.+0.001 Bid7:32:18 PM Ask7:32:18 PM Underlying Strike price Expiration date Option type
0.124EUR +0.81% 0.117
Bid Size: 200,000
0.127
Ask Size: 200,000
DJ EURO STOXX 50 EUR... 6,500.00 EUR 2025-06-20 Call
 

Master data

WKN: MG0FRB
Issuer: Morgan Stanley
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,500.00 EUR
Maturity: 2025-06-20
Issue date: 2024-03-20
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 380.58
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -14.38
Time value: 0.13
Break-even: 6,513.30
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 8.13%
Delta: 0.05
Theta: -0.11
Omega: 19.96
Rho: 2.68
 

Quote data

Open: 0.124
High: 0.124
Low: 0.124
Previous Close: 0.123
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -22.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.110
1M High / 1M Low: 0.163 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -