Morgan Stanley Call 40 8GM 21.06..../  DE000MD9RGD6  /

EUWAX
14/06/2024  20:42:28 Chg.-0.100 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.620EUR -13.89% -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 40.00 - 21/06/2024 Call
 

Master data

WKN: MD9RGD
Issuer: Morgan Stanley
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 21/06/2024
Issue date: 26/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 2.06
Historic volatility: 0.26
Parity: 0.37
Time value: 0.28
Break-even: 46.50
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 43.30
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.68
Theta: -0.35
Omega: 4.57
Rho: 0.00
 

Quote data

Open: 0.700
High: 0.700
Low: 0.620
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+21.57%
3 Months  
+113.79%
YTD  
+269.05%
1 Year  
+40.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.620
1M High / 1M Low: 0.840 0.260
6M High / 6M Low: 0.840 0.102
High (YTD): 12/06/2024 0.840
Low (YTD): 18/01/2024 0.102
52W High: 12/06/2024 0.840
52W Low: 13/11/2023 0.031
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   76.176
Avg. price 1Y:   0.280
Avg. volume 1Y:   37.195
Volatility 1M:   258.94%
Volatility 6M:   215.33%
Volatility 1Y:   210.11%
Volatility 3Y:   -