Morgan Stanley Call 62 703 20.12..../  DE000MG004F0  /

Stuttgart
6/4/2024  4:56:55 PM Chg.-0.005 Bid5:13:07 PM Ask5:13:07 PM Underlying Strike price Expiration date Option type
0.137EUR -3.52% 0.136
Bid Size: 25,000
0.166
Ask Size: 25,000
ALFEN N.V. EO -,10 62.00 EUR 12/20/2024 Call
 

Master data

WKN: MG004F
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 62.00 EUR
Maturity: 12/20/2024
Issue date: 3/11/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.87
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.62
Parity: -2.54
Time value: 0.18
Break-even: 63.84
Moneyness: 0.59
Premium: 0.75
Premium p.a.: 1.78
Spread abs.: 0.04
Spread %: 29.58%
Delta: 0.22
Theta: -0.01
Omega: 4.37
Rho: 0.03
 

Quote data

Open: 0.137
High: 0.138
Low: 0.137
Previous Close: 0.142
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.80%
1 Month
  -42.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.147 0.134
1M High / 1M Low: 0.290 0.134
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -