Morgan Stanley Call 5500 GIVN 21..../  DE000MG848L8  /

Stuttgart
1/9/2025  1:18:25 PM Chg.0.000 Bid4:05:26 PM Ask4:05:26 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 50,000
0.040
Ask Size: 50,000
GIVAUDAN N 5,500.00 CHF 3/21/2025 Call
 

Master data

WKN: MG848L
Issuer: Morgan Stanley
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 5,500.00 CHF
Maturity: 3/21/2025
Issue date: 7/26/2024
Last trading day: 3/21/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 102.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.21
Parity: -1.73
Time value: 0.04
Break-even: 5,889.51
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 5.32
Spread abs.: 0.03
Spread %: 344.44%
Delta: 0.09
Theta: -1.21
Omega: 9.73
Rho: 0.68
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months
  -71.43%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.009 0.007
1M High / 1M Low: 0.011 0.007
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.009
Low (YTD): 1/6/2025 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -