Morgan Stanley Call 460 MCO 21.03.../  DE000MG0XAU7  /

Stuttgart
2024-06-11  10:11:30 AM Chg.+0.004 Bid2:54:13 PM Ask2:54:13 PM Underlying Strike price Expiration date Option type
0.224EUR +1.82% 0.222
Bid Size: 6,250
0.241
Ask Size: 6,250
Moodys Corp 460.00 - 2025-03-21 Call
 

Master data

WKN: MG0XAU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -0.87
Time value: 0.23
Break-even: 482.90
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 4.57%
Delta: 0.34
Theta: -0.09
Omega: 5.57
Rho: 0.81
 

Quote data

Open: 0.224
High: 0.224
Low: 0.224
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -4.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.208
1M High / 1M Low: 0.250 0.179
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.225
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -