Morgan Stanley Call 4000 GIVN 20..../  DE000MG848B9  /

Stuttgart
1/24/2025  2:23:46 PM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.128EUR -28.09% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,000.00 CHF 6/20/2025 Call
 

Master data

WKN: MG848B
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,000.00 CHF
Maturity: 6/20/2025
Issue date: 7/26/2024
Last trading day: 6/20/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 37.23
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.22
Time value: 0.11
Break-even: 4,313.69
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 2.88%
Delta: 0.37
Theta: -0.68
Omega: 13.78
Rho: 5.47
 

Quote data

Open: 0.122
High: 0.128
Low: 0.122
Previous Close: 0.178
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -36.63%
3 Months
  -66.32%
YTD
  -36.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.193 0.128
1M High / 1M Low: 0.209 0.128
6M High / 6M Low: 0.830 0.128
High (YTD): 1/22/2025 0.193
Low (YTD): 1/24/2025 0.128
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.02%
Volatility 6M:   143.02%
Volatility 1Y:   -
Volatility 3Y:   -