Morgan Stanley Call 90 AEP 21.03..../  DE000MG0ZG34  /

Stuttgart
6/19/2024  11:57:48 AM Chg.-0.040 Bid12:07:42 PM Ask12:07:42 PM Underlying Strike price Expiration date Option type
0.490EUR -7.55% 0.490
Bid Size: 6,250
0.520
Ask Size: 6,250
American Electric Po... 90.00 USD 3/21/2025 Call
 

Master data

WKN: MG0ZG3
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 3/21/2025
Issue date: 3/28/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.38
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -0.23
Time value: 0.53
Break-even: 89.11
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.53
Theta: -0.01
Omega: 8.18
Rho: 0.29
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -41.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.510
1M High / 1M Low: 0.840 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -