Morgan Stanley Call 400 DHR 19.12.../  DE000MG3J4E8  /

Stuttgart
2024-06-19  9:54:34 AM Chg.-0.010 Bid1:15:50 PM Ask1:15:50 PM Underlying Strike price Expiration date Option type
0.450EUR -2.17% 0.450
Bid Size: 7,500
0.480
Ask Size: 7,500
Danaher Corporation 400.00 USD 2025-12-19 Call
 

Master data

WKN: MG3J4E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Danaher Corporation
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2025-12-19
Issue date: 2024-05-02
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.96
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -13.27
Time value: 0.48
Break-even: 377.28
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.14
Theta: -0.02
Omega: 7.10
Rho: 0.44
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -23.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.430
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -