Morgan Stanley Call 127.5 GXI 21..../  DE000MG2RVY3  /

Stuttgart
5/31/2024  6:22:34 PM Chg.+0.07 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.57EUR +4.67% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 127.50 EUR 3/21/2025 Call
 

Master data

WKN: MG2RVY
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 127.50 EUR
Maturity: 3/21/2025
Issue date: 4/22/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.40
Parity: -2.49
Time value: 1.56
Break-even: 143.10
Moneyness: 0.80
Premium: 0.39
Premium p.a.: 0.51
Spread abs.: 0.06
Spread %: 4.00%
Delta: 0.48
Theta: -0.04
Omega: 3.14
Rho: 0.27
 

Quote data

Open: 1.50
High: 1.57
Low: 1.50
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.99%
1 Month  
+1.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.50
1M High / 1M Low: 1.67 1.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -