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

EUWAX
13/06/2024  15:29:05 Chg.-0.02 Bid19:38:58 Ask19:38:58 Underlying Strike price Expiration date Option type
1.28EUR -1.54% 1.19
Bid Size: 200,000		 1.20
Ask Size: 200,000		 GENERAL MOTORS D... 35.00 - 21/06/2024 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: 21/06/2024
Issue date: 26/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 2.86
Historic volatility: 0.26
Parity: 1.02
Time value: 0.28
Break-even: 48.00
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 14.73
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.79
Theta: -0.34
Omega: 2.76
Rho: 0.01
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.29%
1 Month  
+33.33%
3 Months  
+124.56%
YTD  
+245.95%
1 Year  
+93.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 0.99
1M High / 1M Low: 1.30 0.70
6M High / 6M Low: 1.30 0.26
High (YTD): 12/06/2024 1.30
Low (YTD): 18/01/2024 0.26
52W High: 12/06/2024 1.30
52W Low: 10/11/2023 0.08
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   123.54%
Volatility 6M:   156.87%
Volatility 1Y:   163.71%
Volatility 3Y:   -