Morgan Stanley Call 360 DHR 19.12.../  DE000MG29644  /

Stuttgart
2024-06-18  1:20:36 PM Chg.-0.010 Bid5:15:44 PM Ask5:15:44 PM Underlying Strike price Expiration date Option type
0.770EUR -1.28% 0.840
Bid Size: 40,000
0.860
Ask Size: 40,000
Danaher Corporation 360.00 USD 2025-12-19 Call
 

Master data

WKN: MG2964
Issuer: Morgan Stanley
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-12
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.58
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -9.86
Time value: 0.80
Break-even: 343.20
Moneyness: 0.71
Premium: 0.45
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.22
Theta: -0.02
Omega: 6.43
Rho: 0.65
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.09%
1 Month
  -23.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.770
1M High / 1M Low: 1.140 0.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -