Morgan Stanley Call 38 RNL 21.03..../  DE000MG956H7  /

Stuttgart
1/24/2025  9:12:26 PM Chg.+0.04 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.16EUR +3.57% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 38.00 EUR 3/21/2025 Call
 

Master data

WKN: MG956H
Issuer: Morgan Stanley
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 3/21/2025
Issue date: 8/9/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.06
Implied volatility: 0.52
Historic volatility: 0.28
Parity: 1.06
Time value: 0.06
Break-even: 49.20
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.02
Omega: 3.95
Rho: 0.05
 

Quote data

Open: 1.21
High: 1.21
Low: 1.16
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.65%
1 Month  
+22.11%
3 Months  
+63.38%
YTD  
+17.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.21 1.07
1M High / 1M Low: 1.21 0.86
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.21
Low (YTD): 1/10/2025 0.86
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -