Morgan Stanley Call 77.5 TD 21.03.../  DE000MG0ZFZ0  /

Stuttgart
14/06/2024  11:56:59 Chg.-0.006 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
0.037EUR -13.95% 0.037
Bid Size: 5,000
0.068
Ask Size: 5,000
Toronto Dominion Ban... 77.50 USD 21/03/2025 Call
 

Master data

WKN: MG0ZFZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Toronto Dominion Bank
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 21/03/2025
Issue date: 28/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.30
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -2.16
Time value: 0.06
Break-even: 72.74
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.11
Theta: 0.00
Omega: 9.58
Rho: 0.04
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -9.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.043
1M High / 1M Low: 0.045 0.033
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -