Morgan Stanley Call 5500 GIVN 19..../  DE000MG855R0  /

Stuttgart
1/24/2025  2:26:34 PM Chg.-0.011 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.059EUR -15.71% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 5,500.00 CHF 6/19/2026 Call
 

Master data

WKN: MG855R
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,500.00 CHF
Maturity: 6/19/2026
Issue date: 7/26/2024
Last trading day: 6/19/2026
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 56.26
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -1.66
Time value: 0.07
Break-even: 5,893.50
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 4.23%
Delta: 0.15
Theta: -0.28
Omega: 8.45
Rho: 7.72
 

Quote data

Open: 0.058
High: 0.059
Low: 0.058
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.71%
1 Month
  -20.27%
3 Months
  -53.17%
YTD
  -18.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.072 0.070
1M High / 1M Low: 0.076 0.060
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.072
Low (YTD): 1/6/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -