Morgan Stanley Call 95 AEP 21.03..../  DE000MG0ZG42  /

Stuttgart
1/24/2025  6:46:48 PM Chg.-0.060 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.460EUR -11.54% -
Bid Size: -
-
Ask Size: -
American Electric Po... 95.00 USD 3/21/2025 Call
 

Master data

WKN: MG0ZG4
Issuer: Morgan Stanley
Currency: EUR
Underlying: American Electric Power Company Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 19.09
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.30
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 0.30
Time value: 0.19
Break-even: 95.42
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.70
Theta: -0.03
Omega: 13.27
Rho: 0.09
 

Quote data

Open: 0.410
High: 0.460
Low: 0.410
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+76.92%
3 Months
  -34.29%
YTD  
+109.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.520 0.164
6M High / 6M Low: 1.220 0.164
High (YTD): 1/23/2025 0.520
Low (YTD): 1/6/2025 0.164
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   205.165
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.10%
Volatility 6M:   185.21%
Volatility 1Y:   -
Volatility 3Y:   -