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Morgan Stanley Call 42.5 8GM 21.0.../  DE000MD9RGG9  /

EUWAX
2024-05-31  8:45:31 PM Chg.- Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
0.245EUR - -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 42.50 - 2024-06-21 Call
 

Master data

WKN: MD9RGG
Issuer: Morgan Stanley
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.53
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.26
Parity: -0.06
Time value: 0.27
Break-even: 45.20
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 4.00
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.51
Theta: -0.09
Omega: 7.90
Rho: 0.01
 

Quote data

Open: 0.133
High: 0.245
Low: 0.133
Previous Close: 0.142
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+38.42%
1 Month
  -12.50%
3 Months  
+19.51%
YTD  
+126.85%
1 Year  
+5.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.245 0.095
1M High / 1M Low: 0.340 0.095
6M High / 6M Low: 0.410 0.061
High (YTD): 2024-03-28 0.410
Low (YTD): 2024-01-18 0.061
52W High: 2023-07-13 0.440
52W Low: 2023-11-13 0.021
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   311.024
Volatility 1M:   408.61%
Volatility 6M:   285.08%
Volatility 1Y:   241.69%
Volatility 3Y:   -