Morgan Stanley Call 60 ERIC/B 21..../  DE000MG1X2E6  /

Stuttgart
11/06/2024  17:04:48 Chg.- Bid10:58:06 Ask10:58:06 Underlying Strike price Expiration date Option type
0.850EUR - 0.810
Bid Size: 100,000
0.820
Ask Size: 100,000
Ericsson, Telefonab.... 60.00 SEK 21/03/2025 Call
 

Master data

WKN: MG1X2E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 60.00 SEK
Maturity: 21/03/2025
Issue date: 08/04/2024
Last trading day: 21/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.59
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.34
Implied volatility: 0.31
Historic volatility: 0.28
Parity: 0.34
Time value: 0.52
Break-even: 6.19
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.68
Theta: 0.00
Omega: 4.48
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.880
Low: 0.850
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.14%
1 Month  
+57.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.850
1M High / 1M Low: 0.990 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -