Morgan Stanley Call 15 XCA 21.03..../  DE000MG0QQS1  /

Stuttgart
2024-06-17  8:06:18 PM Chg.-0.060 Bid9:17:13 PM Ask9:17:13 PM Underlying Strike price Expiration date Option type
0.500EUR -10.71% 0.540
Bid Size: 1,500
-
Ask Size: -
CREDIT AGRICOLE INH.... 15.00 EUR 2025-03-21 Call
 

Master data

WKN: MG0QQS
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-25
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.70
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -1.97
Time value: 0.55
Break-even: 15.55
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.26
Spread abs.: -0.02
Spread %: -3.51%
Delta: 0.34
Theta: 0.00
Omega: 7.94
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.520
Low: 0.500
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.18%
1 Month
  -64.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.560
1M High / 1M Low: 1.400 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   1.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -