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

Stuttgart
2024-06-06  1:59:31 PM Chg.+0.021 Bid7:22:14 PM Ask7:22:14 PM Underlying Strike price Expiration date Option type
0.239EUR +9.63% 0.244
Bid Size: 5,000
0.247
Ask Size: 5,000
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: 13.89
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.14
Time value: 0.22
Break-even: 34.74
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 1.82%
Delta: 0.51
Theta: -0.01
Omega: 7.09
Rho: 0.11
 

Quote data

Open: 0.218
High: 0.239
Low: 0.218
Previous Close: 0.218
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.13%
1 Month  
+73.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.218 0.191
1M High / 1M Low: 0.229 0.138
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -