Morgan Stanley Call 32.5 ML 21.03.../  DE000MG2F517  /

Stuttgart
1/10/2025  1:19:54 PM Chg.+0.007 Bid1:33:57 PM Ask1:33:57 PM Underlying Strike price Expiration date Option type
0.099EUR +7.61% 0.101
Bid Size: 250,000
0.103
Ask Size: 250,000
Cie Generale des Eta... 32.50 EUR 3/21/2025 Call
 

Master data

WKN: MG2F51
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 3/21/2025
Issue date: 4/16/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.15
Time value: 0.10
Break-even: 33.46
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 3.23%
Delta: 0.39
Theta: -0.01
Omega: 12.64
Rho: 0.02
 

Quote data

Open: 0.091
High: 0.099
Low: 0.091
Previous Close: 0.092
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.61%
1 Month
  -46.49%
3 Months
  -71.71%
YTD
  -27.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.133 0.092
1M High / 1M Low: 0.201 0.092
6M High / 6M Low: 0.610 0.092
High (YTD): 1/2/2025 0.141
Low (YTD): 1/9/2025 0.092
52W High: - -
52W Low: - -
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.11%
Volatility 6M:   146.55%
Volatility 1Y:   -
Volatility 3Y:   -