Morgan Stanley Call 250 BOX 21.03.../  DE000MG0Y1H1  /

Stuttgart
11/06/2024  20:33:53 Chg.-0.08 Bid20:50:10 Ask20:50:10 Underlying Strike price Expiration date Option type
1.46EUR -5.19% 1.44
Bid Size: 40,000
1.47
Ask Size: 40,000
BECTON, DICKINSON ... 250.00 - 21/03/2025 Call
 

Master data

WKN: MG0Y1H
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 21/03/2025
Issue date: 27/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.08
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.75
Time value: 1.58
Break-even: 265.80
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.94%
Delta: 0.42
Theta: -0.05
Omega: 5.95
Rho: 0.61
 

Quote data

Open: 1.52
High: 1.52
Low: 1.46
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month  
+5.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.36
1M High / 1M Low: 1.63 0.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -