Morgan Stanley Call 8 SBSW 21.03..../  DE000MG26U95  /

Stuttgart
2024-05-21  9:14:07 PM Chg.-0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.680EUR -6.85% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 8.00 USD 2025-03-21 Call
 

Master data

WKN: MG26U9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 8.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.54
Parity: -2.13
Time value: 0.78
Break-even: 8.15
Moneyness: 0.71
Premium: 0.55
Premium p.a.: 0.70
Spread abs.: 0.06
Spread %: 8.33%
Delta: 0.44
Theta: 0.00
Omega: 2.93
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.710
Low: 0.660
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+25.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.600
1M High / 1M Low: 0.730 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -