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Morgan Stanley Call 35 8GM 21.06..../  DE000MD9RG99  /

EUWAX
2024-06-06  8:34:32 PM Chg.+0.020 Bid9:02:14 PM Ask9:02:14 PM Underlying Strike price Expiration date Option type
0.990EUR +2.06% 0.980
Bid Size: 200,000		 0.990
Ask Size: 200,000		 GENERAL MOTORS D... 35.00 - 2024-06-21 Call
 

Master data

WKN: MD9RG9
Issuer: Morgan Stanley
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 1.86
Historic volatility: 0.26
Parity: 0.70
Time value: 0.29
Break-even: 44.90
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 4.22
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.75
Theta: -0.17
Omega: 3.18
Rho: 0.01
 

Quote data

Open: 0.960
High: 0.990
Low: 0.960
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.92%
1 Month  
+3.13%
3 Months  
+73.68%
YTD  
+167.57%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.780
1M High / 1M Low: 1.010 0.700
6M High / 6M Low: 1.060 0.250
High (YTD): 2024-04-26 1.060
Low (YTD): 2024-01-18 0.260
52W High: 2024-04-26 1.060
52W Low: 2023-11-10 0.075
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   0.915
Avg. volume 1M:   0.000
Avg. price 6M:   0.631
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   0.000
Volatility 1M:   111.05%
Volatility 6M:   156.87%
Volatility 1Y:   163.69%
Volatility 3Y:   -