Morgan Stanley Call 54 DAL 21.03..../  DE000MG0XF60  /

Stuttgart
1/24/2025  5:00:09 PM Chg.-0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.32EUR -3.65% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 54.00 USD 3/21/2025 Call
 

Master data

WKN: MG0XF6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 3/21/2025
Issue date: 3/27/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.26
Implied volatility: 0.49
Historic volatility: 0.30
Parity: 1.26
Time value: 0.08
Break-even: 64.85
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.90
Theta: -0.02
Omega: 4.29
Rho: 0.07
 

Quote data

Open: 1.34
High: 1.34
Low: 1.32
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.76%
1 Month  
+40.43%
3 Months  
+140.00%
YTD  
+46.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.49 1.25
1M High / 1M Low: 1.49 0.62
6M High / 6M Low: 1.49 0.07
High (YTD): 1/22/2025 1.49
Low (YTD): 1/3/2025 0.62
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.51%
Volatility 6M:   193.71%
Volatility 1Y:   -
Volatility 3Y:   -