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Morgan Stanley Call 70 SO 21.06.2.../  DE000MD86G51  /

EUWAX
2024-05-17  6:57:05 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.910EUR +1.11% -
Bid Size: -		 -
Ask Size: -		 Southern Co 70.00 - 2024-06-21 Call
 

Master data

WKN: MD86G5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-09-16
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.32
Implied volatility: 0.87
Historic volatility: 0.16
Parity: 0.32
Time value: 0.62
Break-even: 79.40
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 1.40
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.62
Theta: -0.11
Omega: 4.85
Rho: 0.03
 

Quote data

Open: 0.850
High: 0.910
Low: 0.850
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+297.38%
3 Months  
+531.94%
YTD  
+145.95%
1 Year  
+31.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.810
1M High / 1M Low: 0.910 0.229
6M High / 6M Low: 0.910 0.128
High (YTD): 2024-05-17 0.910
Low (YTD): 2024-02-27 0.128
52W High: 2024-05-17 0.910
52W Low: 2024-02-27 0.128
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   178.04%
Volatility 6M:   205.31%
Volatility 1Y:   173.13%
Volatility 3Y:   -