Morgan Stanley Call 6550 SX5E 19..../  DE000MG2LL72  /

Stuttgart
2024-09-20  9:17:14 PM Chg.- Bid9:29:25 AM Ask9:29:25 AM Underlying Strike price Expiration date Option type
0.110EUR - 0.127
Bid Size: 150,000
0.137
Ask Size: 150,000
EURO STOXX 50, EUR (... 6,550.00 EUR 2025-12-19 Call
 

Master data

WKN: MG2LL7
Issuer: Morgan Stanley
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,550.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-18
Last trading day: 2025-12-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 304.67
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.13
Parity: -16.75
Time value: 0.16
Break-even: 6,566.00
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 45.45%
Delta: 0.05
Theta: -0.11
Omega: 16.55
Rho: 3.08
 

Quote data

Open: 0.137
High: 0.137
Low: 0.110
Previous Close: 0.126
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -32.52%
3 Months
  -59.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.126 0.105
1M High / 1M Low: 0.184 0.105
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -