Morgan Stanley Call 500 LONN 21.0.../  DE000MG24Y10  /

Stuttgart
1/10/2025  11:18:54 AM Chg.-0.050 Bid12:22:27 PM Ask12:22:27 PM Underlying Strike price Expiration date Option type
0.710EUR -6.58% 0.690
Bid Size: 100,000
0.700
Ask Size: 100,000
LONZA N 500.00 CHF 3/21/2025 Call
 

Master data

WKN: MG24Y1
Issuer: Morgan Stanley
Currency: EUR
Underlying: LONZA N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 3/21/2025
Issue date: 4/11/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.10
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.59
Implied volatility: 0.34
Historic volatility: 0.33
Parity: 0.59
Time value: 0.14
Break-even: 605.19
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.79
Theta: -0.21
Omega: 6.42
Rho: 0.76
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.96%
1 Month  
+33.96%
3 Months  
+22.41%
YTD  
+31.48%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.530
1M High / 1M Low: 0.760 0.430
6M High / 6M Low: 1.120 0.430
High (YTD): 1/9/2025 0.760
Low (YTD): 1/3/2025 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.54%
Volatility 6M:   178.43%
Volatility 1Y:   -
Volatility 3Y:   -