Morgan Stanley Call 32 VNA 19.12..../  DE000MG20FB2  /

Stuttgart
2024-06-10  2:26:40 PM Chg.+0.010 Bid5:35:58 PM Ask5:35:58 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.250
Bid Size: 25,000
0.270
Ask Size: 25,000
VONOVIA SE NA O.N. 32.00 EUR 2025-12-19 Call
 

Master data

WKN: MG20FB
Issuer: Morgan Stanley
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.53
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.37
Parity: -0.53
Time value: 0.28
Break-even: 34.80
Moneyness: 0.83
Premium: 0.30
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.45
Theta: 0.00
Omega: 4.26
Rho: 0.14
 

Quote data

Open: 0.250
High: 0.270
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -15.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.260
1M High / 1M Low: 0.420 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -