Morgan Stanley Call 130 CHD 21.03.../  DE000MG0WYB9  /

Stuttgart
6/20/2024  4:20:07 PM Chg.+0.020 Bid7:31:42 PM Ask7:31:42 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.240
Bid Size: 40,000
0.290
Ask Size: 40,000
Church and Dwight Co... 130.00 - 3/21/2025 Call
 

Master data

WKN: MG0WYB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 3/21/2025
Issue date: 3/27/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.15
Parity: -2.77
Time value: 0.32
Break-even: 133.20
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 23.08%
Delta: 0.24
Theta: -0.02
Omega: 7.59
Rho: 0.16
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.17%
1 Month  
+49.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.214
1M High / 1M Low: 0.260 0.171
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.239
Avg. volume 1W:   152
Avg. price 1M:   0.205
Avg. volume 1M:   33.043
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -