Morgan Stanley Call 8 SBSW 21.03..../  DE000MG26U95  /

Stuttgart
13/06/2024  18:15:05 Chg.- Bid10:09:12 Ask10:09:12 Underlying Strike price Expiration date Option type
0.360EUR - -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 8.00 USD 21/03/2025 Call
 

Master data

WKN: MG26U9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 8.00 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: 9.69
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.56
Parity: -3.38
Time value: 0.42
Break-even: 7.87
Moneyness: 0.55
Premium: 0.93
Premium p.a.: 1.36
Spread abs.: 0.05
Spread %: 13.51%
Delta: 0.32
Theta: 0.00
Omega: 3.07
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.370
Low: 0.360
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -30.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.730 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -