Morgan Stanley Call 640 MCO 21.03.../  DE000MG270Y8  /

Stuttgart
2024-06-21  12:30:40 PM Chg.-0.002 Bid2:05:58 PM Ask2:05:58 PM Underlying Strike price Expiration date Option type
0.085EUR -2.30% 0.084
Bid Size: 6,250
0.107
Ask Size: 6,250
Moodys Corp 640.00 - 2025-03-21 Call
 

Master data

WKN: MG270Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: Moodys Corp
Type: Warrant
Option type: Call
Strike price: 640.00 -
Maturity: 2025-03-21
Issue date: 2024-04-11
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 39.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -2.45
Time value: 0.10
Break-even: 650.10
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 14.77%
Delta: 0.15
Theta: -0.07
Omega: 5.98
Rho: 0.38
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.41%
1 Month  
+77.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.081
1M High / 1M Low: 0.089 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -