Morgan Stanley Call 400 MDGL 20.1.../  DE000MG0D862  /

Stuttgart
6/7/2024  11:58:41 AM Chg.-0.010 Bid12:30:50 PM Ask12:30:50 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% 0.520
Bid Size: 1,000
0.630
Ask Size: 1,000
Madrigal Pharmaceuti... 400.00 USD 12/20/2024 Call
 

Master data

WKN: MG0D86
Issuer: Morgan Stanley
Currency: EUR
Underlying: Madrigal Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 12/20/2024
Issue date: 3/18/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 38.88
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.55
Parity: -14.57
Time value: 0.57
Break-even: 372.95
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 1.64
Spread abs.: 0.05
Spread %: 9.62%
Delta: 0.15
Theta: -0.05
Omega: 5.80
Rho: 0.15
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.590 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -