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

Stuttgart
6/24/2024  8:22:50 AM Chg.0.000 Bid12:43:19 PM Ask12:43:19 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.380
Bid Size: 150,000
0.390
Ask Size: 150,000
Cie Generale des Eta... 37.50 EUR 3/21/2025 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: 3/21/2025
Issue date: 4/16/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.79
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.03
Time value: 0.38
Break-even: 41.30
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.58
Theta: -0.01
Omega: 5.67
Rho: 0.13
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.440 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -