Morgan Stanley Call 34 BCE 21.03..../  DE000MG0ZEC2  /

Stuttgart
2024-06-21  11:44:59 AM Chg.+0.008 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
0.168EUR +5.00% 0.171
Bid Size: 150,000
0.190
Ask Size: 150,000
BCE Inc 34.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZEC
Issuer: Morgan Stanley
Currency: EUR
Underlying: BCE Inc
Type: Warrant
Option type: Call
Strike price: 34.00 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: 16.56
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.11
Time value: 0.19
Break-even: 33.61
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 8.19%
Delta: 0.51
Theta: 0.00
Omega: 8.44
Rho: 0.10
 

Quote data

Open: 0.168
High: 0.168
Low: 0.168
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month
  -16.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.177 0.150
1M High / 1M Low: 0.217 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -