Morgan Stanley Call 68 WPM 21.03..../  DE000MG0YY90  /

Stuttgart
2024-05-23  5:47:59 PM Chg.-0.030 Bid7:15:50 PM Ask7:15:50 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.290
Bid Size: 80,000
0.320
Ask Size: 80,000
Wheaton Precious Met... 68.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YY9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Wheaton Precious Metals Corp
Type: Warrant
Option type: Call
Strike price: 68.00 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: 14.94
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -1.05
Time value: 0.35
Break-even: 66.32
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.37
Theta: -0.01
Omega: 5.51
Rho: 0.13
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+11.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -