Morgan Stanley Call 32.5 VVD 21.0.../  DE000MG2F053  /

Stuttgart
2024-05-17  8:41:04 PM Chg.+0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.196EUR +1.03% -
Bid Size: -
-
Ask Size: -
VEOLIA ENVIRONNE. EO... 32.50 EUR 2025-03-21 Call
 

Master data

WKN: MG2F05
Issuer: Morgan Stanley
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.41
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.18
Time value: 0.20
Break-even: 34.49
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.11%
Delta: 0.48
Theta: -0.01
Omega: 7.46
Rho: 0.11
 

Quote data

Open: 0.195
High: 0.196
Low: 0.191
Previous Close: 0.194
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.25%
1 Month  
+125.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.195 0.143
1M High / 1M Low: 0.195 0.087
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -