Morgan Stanley Call 350 MDGL 20.0.../  DE000MG0FT90  /

Stuttgart
07/06/2024  20:43:22 Chg.+0.010 Bid20:47:59 Ask20:47:59 Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.410
Bid Size: 15,000
0.470
Ask Size: 15,000
Madrigal Pharmaceuti... 350.00 USD 20/09/2024 Call
 

Master data

WKN: MG0FT9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Madrigal Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 20/09/2024
Issue date: 20/03/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 47.15
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.55
Parity: -9.98
Time value: 0.47
Break-even: 326.04
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 2.83
Spread abs.: 0.06
Spread %: 14.63%
Delta: 0.15
Theta: -0.08
Omega: 7.17
Rho: 0.08
 

Quote data

Open: 0.410
High: 0.410
Low: 0.350
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month  
+17.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.490 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -