Morgan Stanley Call 120 CFR 21.03.../  DE000MG2F228  /

Stuttgart
2024-06-07  12:31:03 PM Chg.+0.07 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.53EUR +2.02% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 120.00 CHF 2025-03-21 Call
 

Master data

WKN: MG2F22
Issuer: Morgan Stanley
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 3.75
Intrinsic value: 3.03
Implied volatility: 0.25
Historic volatility: 0.31
Parity: 3.03
Time value: 0.56
Break-even: 159.81
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.89
Theta: -0.02
Omega: 3.81
Rho: 0.79
 

Quote data

Open: 3.53
High: 3.53
Low: 3.53
Previous Close: 3.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.48%
1 Month  
+61.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.53 2.98
1M High / 1M Low: 3.53 2.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -