Morgan Stanley Call 240 BOX 21.03.../  DE000MG0Y1G3  /

Stuttgart
2024-06-20  4:22:30 PM Chg.+0.17 Bid4:30:46 PM Ask4:30:46 PM Underlying Strike price Expiration date Option type
1.82EUR +10.30% 1.81
Bid Size: 20,000
1.98
Ask Size: 20,000
BECTON, DICKINSON ... 240.00 - 2025-03-21 Call
 

Master data

WKN: MG0Y1G
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.08
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -2.25
Time value: 1.80
Break-even: 258.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.26
Spread abs.: 0.15
Spread %: 9.09%
Delta: 0.46
Theta: -0.05
Omega: 5.50
Rho: 0.61
 

Quote data

Open: 1.65
High: 1.82
Low: 1.65
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -1.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.65
1M High / 1M Low: 2.13 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -