Morgan Stanley Call 450 SYK 21.03.../  DE000MG0YH00  /

Stuttgart
2024-06-17  10:15:02 AM Chg.+0.010 Bid3:41:04 PM Ask3:41:04 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.340
Bid Size: 25,000
0.440
Ask Size: 25,000
Stryker Corp 450.00 USD 2025-03-21 Call
 

Master data

WKN: MG0YH0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stryker Corp
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.75
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -9.81
Time value: 0.42
Break-even: 424.66
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.14
Theta: -0.03
Omega: 10.65
Rho: 0.31
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.450 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -