Morgan Stanley Call 260 BOX 21.03.../  DE000MG0Y1J7  /

Stuttgart
9/26/2024  3:58:15 PM Chg.-0.040 Bid6:57:02 PM Ask6:57:02 PM Underlying Strike price Expiration date Option type
0.590EUR -6.35% 0.650
Bid Size: 40,000
0.690
Ask Size: 40,000
BECTON, DICKINSON ... 260.00 - 3/21/2025 Call
 

Master data

WKN: MG0Y1J
Issuer: Morgan Stanley
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 3/21/2025
Issue date: 3/27/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.02
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -4.87
Time value: 0.64
Break-even: 266.40
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 6.67%
Delta: 0.24
Theta: -0.05
Omega: 8.04
Rho: 0.22
 

Quote data

Open: 0.620
High: 0.620
Low: 0.590
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.18%
3 Months
  -38.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.570
1M High / 1M Low: 0.940 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.702
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -