Morgan Stanley Call 34 703 20.09..../  DE000MG2P805  /

Stuttgart
2024-06-14  6:56:53 PM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.370EUR -9.76% -
Bid Size: -
-
Ask Size: -
ALFEN N.V. EO -,10 34.00 EUR 2024-09-20 Call
 

Master data

WKN: MG2P80
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-09-20
Issue date: 2024-04-19
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.62
Parity: -0.05
Time value: 0.43
Break-even: 38.30
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.65
Spread abs.: 0.06
Spread %: 16.22%
Delta: 0.56
Theta: -0.02
Omega: 4.36
Rho: 0.04
 

Quote data

Open: 0.390
High: 0.390
Low: 0.370
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.32%
1 Month
  -65.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.370
1M High / 1M Low: 1.200 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -