Morgan Stanley Call 6700 SX5E 19..../  DE000MG29370  /

Stuttgart
2024-05-28  10:50:53 AM Chg.+0.020 Bid7:24:31 PM Ask7:24:31 PM Underlying Strike price Expiration date Option type
0.320EUR +6.67% 0.290
Bid Size: 200,000
0.300
Ask Size: 200,000
DJ EURO STOXX 50 EUR... 6,700.00 EUR 2025-12-19 Call
 

Master data

WKN: MG2937
Issuer: Morgan Stanley
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,700.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-12
Last trading day: 2025-12-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 163.28
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -16.38
Time value: 0.31
Break-even: 6,731.00
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.09
Theta: -0.16
Omega: 14.72
Rho: 6.63
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.360 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -