Morgan Stanley Call 6 RR/ 20.12.2.../  DE000MG32044  /

Stuttgart
03/06/2024  14:51:38 Chg.+0.050 Bid17:30:03 Ask17:30:03 Underlying Strike price Expiration date Option type
0.350EUR +16.67% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 6.00 GBP 20/12/2024 Call
 

Master data

WKN: MG3204
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rolls-Royce Holdings PLC ORD SHS 20P
Type: Warrant
Option type: Call
Strike price: 6.00 GBP
Maturity: 20/12/2024
Issue date: 26/04/2024
Last trading day: 20/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.15
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.42
Parity: -1.73
Time value: 0.31
Break-even: 7.36
Moneyness: 0.75
Premium: 0.38
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.30
Theta: 0.00
Omega: 5.14
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+29.63%
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 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.305
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -