Morgan Stanley Call 200 UHR 20.12.../  DE000MG20G81  /

Stuttgart
2024-06-18  1:07:11 PM Chg.+0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.100EUR +14.94% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 200.00 CHF 2024-12-20 Call
 

Master data

WKN: MG20G8
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2024-12-20
Issue date: 2024-04-09
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.31
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -0.18
Time value: 0.09
Break-even: 218.46
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.29
Spread abs.: 0.00
Spread %: 2.27%
Delta: 0.39
Theta: -0.04
Omega: 8.33
Rho: 0.33
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -39.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.087
1M High / 1M Low: 0.156 0.087
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -