Morgan Stanley Call 275 MDGL 20.1.../  DE000ME9H247  /

Stuttgart
6/6/2024  5:36:56 PM Chg.- Bid8:56:04 AM Ask8:56:04 AM Underlying Strike price Expiration date Option type
0.500EUR - 0.600
Bid Size: 5,000
0.680
Ask Size: 5,000
Madrigal Pharmaceuti... 275.00 USD 12/20/2024 Call
 

Master data

WKN: ME9H24
Issuer: Morgan Stanley
Currency: EUR
Underlying: Madrigal Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 275.00 USD
Maturity: 12/20/2024
Issue date: 3/1/2024
Last trading day: 12/20/2024
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 6.61
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.55
Parity: -0.62
Time value: 0.67
Break-even: 285.98
Moneyness: 0.88
Premium: 0.29
Premium p.a.: 0.61
Spread abs.: 0.07
Spread %: 11.67%
Delta: 0.51
Theta: -0.12
Omega: 3.36
Rho: 0.42
 

Quote data

Open: 0.570
High: 0.570
Low: 0.500
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+13.64%
3 Months
  -64.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.500
1M High / 1M Low: 0.690 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -