Morgan Stanley Call 700 ROP 21.03.../  DE000MG0ZZ15  /

Stuttgart
2024-05-31  6:19:49 PM Chg.-0.05 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.20EUR -4.00% -
Bid Size: -
-
Ask Size: -
Roper Technologies I... 700.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZZ1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Roper Technologies Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.28
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.13
Parity: -15.42
Time value: 1.57
Break-even: 660.95
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.45
Spread abs.: 0.31
Spread %: 24.60%
Delta: 0.23
Theta: -0.08
Omega: 7.13
Rho: 0.77
 

Quote data

Open: 1.21
High: 1.21
Low: 1.20
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.08%
1 Month
  -9.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.20
1M High / 1M Low: 1.46 1.20
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -