Morgan Stanley Call 6.2 RR/ 20.12.../  DE000MG32077  /

Stuttgart
2024-06-17  4:50:16 PM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 6.20 GBP 2024-12-20 Call
 

Master data

WKN: MG3207
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 6.20 GBP
Maturity: 2024-12-20
Issue date: 2024-04-26
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.52
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.42
Parity: -1.92
Time value: 0.31
Break-even: 7.66
Moneyness: 0.74
Premium: 0.41
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.29
Theta: 0.00
Omega: 5.06
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month  
+20.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.320 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -