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

Stuttgart
6/14/2024  1:59:18 PM Chg.-0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.320EUR -8.57% -
Bid Size: -
-
Ask Size: -
Rolls-Royce Holdings... 6.00 GBP 12/20/2024 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: 12/20/2024
Issue date: 4/26/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.92
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.42
Parity: -1.56
Time value: 0.35
Break-even: 7.48
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.32
Theta: 0.00
Omega: 5.14
Rho: 0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month  
+18.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.330
1M High / 1M Low: 0.350 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -