Morgan Stanley Call 33 BCE 21.03..../  DE000MG0ZEB4  /

Stuttgart
2024-06-21  5:35:25 PM Chg.+0.011 Bid8:11:16 PM Ask8:11:16 PM Underlying Strike price Expiration date Option type
0.213EUR +5.45% 0.203
Bid Size: 150,000
0.222
Ask Size: 150,000
BCE Inc 33.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZEB
Issuer: Morgan Stanley
Currency: EUR
Underlying: BCE Inc
Type: Warrant
Option type: Call
Strike price: 33.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.26
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.02
Time value: 0.23
Break-even: 33.13
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 7.94%
Delta: 0.58
Theta: -0.01
Omega: 7.72
Rho: 0.12
 

Quote data

Open: 0.211
High: 0.213
Low: 0.211
Previous Close: 0.202
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.62%
1 Month
  -11.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.221 0.191
1M High / 1M Low: 0.260 0.191
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.207
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -