Morgan Stanley Call 7 SBSW 21.03..../  DE000MG26U87  /

Stuttgart
14/06/2024  20:58:54 Chg.+0.060 Bid21:52:50 Ask21:52:50 Underlying Strike price Expiration date Option type
0.500EUR +13.64% 0.500
Bid Size: 40,000
0.580
Ask Size: 40,000
Sibanye Stillwater 7.00 USD 21/03/2025 Call
 

Master data

WKN: MG26U8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 7.00 USD
Maturity: 21/03/2025
Issue date: 11/04/2024
Last trading day: 21/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.56
Parity: -2.45
Time value: 0.51
Break-even: 7.03
Moneyness: 0.62
Premium: 0.73
Premium p.a.: 1.04
Spread abs.: 0.06
Spread %: 13.33%
Delta: 0.37
Theta: 0.00
Omega: 2.99
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.500
Low: 0.440
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -23.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.920 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -