Morgan Stanley Call 200 UHR 21.03.../  DE000MG20G99  /

Stuttgart
2024-06-13  1:08:19 PM Chg.-0.018 Bid3:49:33 PM Ask3:49:33 PM Underlying Strike price Expiration date Option type
0.127EUR -12.41% 0.136
Bid Size: 250,000
0.138
Ask Size: 250,000
SWATCH GROUP I 200.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20G9
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-09
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.46
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.26
Parity: -0.12
Time value: 0.15
Break-even: 221.38
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 1.40%
Delta: 0.49
Theta: -0.04
Omega: 6.57
Rho: 0.62
 

Quote data

Open: 0.127
High: 0.127
Low: 0.127
Previous Close: 0.145
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.45%
1 Month
  -21.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.152 0.129
1M High / 1M Low: 0.199 0.129
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -