Morgan Stanley Call 37.5 ML 21.03.../  DE000MG2F574  /

Stuttgart
2024-09-25  8:11:25 PM Chg.-0.015 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.215EUR -6.52% -
Bid Size: -
-
Ask Size: -
Cie Generale des Eta... 37.50 EUR 2025-03-21 Call
 

Master data

WKN: MG2F57
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.60
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -0.09
Time value: 0.24
Break-even: 39.85
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.52
Theta: -0.01
Omega: 8.07
Rho: 0.08
 

Quote data

Open: 0.219
High: 0.241
Low: 0.215
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month  
+13.76%
3 Months
  -32.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.215
1M High / 1M Low: 0.250 0.167
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -