Morgan Stanley Call 34 G1A 20.09..../  DE000ME44ZG4  /

Stuttgart
6/7/2024  6:16:41 PM Chg.+0.070 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.520EUR +15.56% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 34.00 EUR 9/20/2024 Call
 

Master data

WKN: ME44ZG
Issuer: Morgan Stanley
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/20/2024
Issue date: 11/24/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.16
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.40
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.40
Time value: 0.13
Break-even: 39.30
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.77
Theta: -0.01
Omega: 5.55
Rho: 0.07
 

Quote data

Open: 0.500
High: 0.520
Low: 0.490
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month
  -8.77%
3 Months  
+30.00%
YTD
  -14.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.620 0.450
6M High / 6M Low: 0.680 0.360
High (YTD): 3/22/2024 0.680
Low (YTD): 3/8/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.517
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.55%
Volatility 6M:   111.75%
Volatility 1Y:   -
Volatility 3Y:   -