Morgan Stanley Call 6500 SX5E 20..../  DE000MG0FRB8  /

Stuttgart
2024-06-21  9:48:29 AM Chg.-0.020 Bid12:38:37 PM Ask12:38:37 PM Underlying Strike price Expiration date Option type
0.079EUR -20.20% 0.075
Bid Size: 150,000
0.115
Ask Size: 150,000
DJ EURO STOXX 50 EUR... 6,500.00 EUR 2025-06-20 Call
 

Master data

WKN: MG0FRB
Issuer: Morgan Stanley
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,500.00 EUR
Maturity: 2025-06-20
Issue date: 2024-03-20
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 453.45
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -15.57
Time value: 0.11
Break-even: 6,510.90
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 10.10%
Delta: 0.04
Theta: -0.10
Omega: 19.33
Rho: 1.99
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.13%
1 Month
  -40.15%
3 Months
  -56.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.086
1M High / 1M Low: 0.132 0.086
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -