Morgan Stanley Call 6600 SX5E 20.06.2025
/ DE000MG0FRC6
Morgan Stanley Call 6600 SX5E 20..../ DE000MG0FRC6 /
2024-09-23 9:41:55 AM |
Chg.+0.020 |
Bid11:23:15 AM |
Ask11:23:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+100.00% |
0.041 Bid Size: 150,000 |
0.051 Ask Size: 150,000 |
EURO STOXX 50, EUR (... |
6,600.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
MG0FRC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
EURO STOXX 50, EUR (Price) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,600.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-20 |
Last trading day: |
2025-06-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
696.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.13 |
Parity: |
-17.25 |
Time value: |
0.07 |
Break-even: |
6,607.00 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.05 |
Spread %: |
250.00% |
Delta: |
0.03 |
Theta: |
-0.09 |
Omega: |
19.50 |
Rho: |
0.96 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.56% |
1 Month |
|
|
-14.89% |
3 Months |
|
|
-42.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.018 |
1M High / 1M Low: |
0.051 |
0.018 |
6M High / 6M Low: |
0.178 |
0.018 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
535.94% |
Volatility 6M: |
|
235.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |