Morgan Stanley Call 63 703 20.12..../  DE000MG004G8  /

Stuttgart
6/5/2024  3:03:38 PM Chg.+0.006 Bid4:33:02 PM Ask4:33:02 PM Underlying Strike price Expiration date Option type
0.130EUR +4.84% 0.133
Bid Size: 40,000
0.164
Ask Size: 40,000
ALFEN N.V. EO -,10 63.00 EUR 12/20/2024 Call
 

Master data

WKN: MG004G
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 12/20/2024
Issue date: 3/11/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.08
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.62
Parity: -2.89
Time value: 0.16
Break-even: 64.62
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 2.24
Spread abs.: 0.04
Spread %: 27.56%
Delta: 0.20
Theta: -0.01
Omega: 4.22
Rho: 0.03
 

Quote data

Open: 0.132
High: 0.132
Low: 0.130
Previous Close: 0.124
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.124
1M High / 1M Low: 0.270 0.124
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -