Morgan Stanley Call 4.36 HUYA 21..../  DE000MG0Z8L7  /

Stuttgart
2024-05-31  11:59:31 AM Chg.-0.16 Bid5:28:07 PM Ask5:28:07 PM Underlying Strike price Expiration date Option type
1.57EUR -9.25% 1.46
Bid Size: 35,000
1.85
Ask Size: 35,000
HUYA Inc 4.36 - 2025-03-21 Call
 

Master data

WKN: MG0Z8L
Issuer: Morgan Stanley
Currency: EUR
Underlying: HUYA Inc
Type: Warrant
Option type: Call
Strike price: 4.36 -
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.31
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.49
Implied volatility: 1.14
Historic volatility: 0.60
Parity: 0.49
Time value: 1.61
Break-even: 6.46
Moneyness: 1.11
Premium: 0.33
Premium p.a.: 0.43
Spread abs.: 0.39
Spread %: 22.81%
Delta: 0.74
Theta: 0.00
Omega: 1.71
Rho: 0.01
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.23%
1 Month  
+31.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.71
1M High / 1M Low: 2.43 0.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -