Morgan Stanley Call 240 PWR 21.03.../  DE000MG0ZN84  /

Stuttgart
14/06/2024  17:39:23 Chg.-0.12 Bid19:56:18 Ask19:56:18 Underlying Strike price Expiration date Option type
5.05EUR -2.32% 5.15
Bid Size: 15,000
5.43
Ask Size: 15,000
Quanta Services Inc 240.00 USD 21/03/2025 Call
 

Master data

WKN: MG0ZN8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Quanta Services Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 4.75
Intrinsic value: 3.42
Implied volatility: 0.40
Historic volatility: 0.26
Parity: 3.42
Time value: 2.27
Break-even: 280.41
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.27
Spread %: 4.98%
Delta: 0.75
Theta: -0.07
Omega: 3.38
Rho: 1.04
 

Quote data

Open: 5.38
High: 5.38
Low: 5.05
Previous Close: 5.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.81%
1 Month  
+11.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.33 4.96
1M High / 1M Low: 5.96 4.46
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.15
Avg. volume 1W:   0.00
Avg. price 1M:   5.19
Avg. volume 1M:   8.70
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -