Morgan Stanley Call 110 RVTY 21.0.../  DE000MG0ZPH7  /

Stuttgart
2024-05-31  6:19:32 PM Chg.+0.14 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.18EUR +13.46% -
Bid Size: -
-
Ask Size: -
Revvity Inc 110.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZPH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Revvity Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 7.35
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -0.07
Time value: 1.37
Break-even: 115.10
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.13
Spread %: 10.48%
Delta: 0.59
Theta: -0.03
Omega: 4.35
Rho: 0.37
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.87%
1 Month  
+13.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.04
1M High / 1M Low: 1.45 0.92
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -