Morgan Stanley Call 375 EPAM 21.0.../  DE000MG0ZZG8  /

Stuttgart
2024-06-25  12:13:50 PM Chg.+0.002 Bid4:56:51 PM Ask4:56:51 PM Underlying Strike price Expiration date Option type
0.052EUR +4.00% 0.051
Bid Size: 250,000
0.060
Ask Size: 250,000
EPAM Systems Inc 375.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZZG
Issuer: Morgan Stanley
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 375.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.38
Parity: -1.79
Time value: 0.06
Break-even: 355.32
Moneyness: 0.49
Premium: 1.08
Premium p.a.: 1.71
Spread abs.: 0.01
Spread %: 15.69%
Delta: 0.15
Theta: -0.04
Omega: 4.46
Rho: 0.15
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+15.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.045
1M High / 1M Low: 0.051 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -