Morgan Stanley Call 63 DAL 21.03..../  DE000MG5D6C1  /

Stuttgart
1/24/2025  6:30:39 PM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.660EUR -2.94% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 63.00 USD 3/21/2025 Call
 

Master data

WKN: MG5D6C
Issuer: Morgan Stanley
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 63.00 USD
Maturity: 3/21/2025
Issue date: 6/6/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.32
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.40
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.40
Time value: 0.22
Break-even: 66.23
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.70
Theta: -0.03
Omega: 7.25
Rho: 0.06
 

Quote data

Open: 0.610
High: 0.660
Low: 0.610
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.86%
1 Month  
+53.49%
3 Months  
+208.41%
YTD  
+65.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.560
1M High / 1M Low: 0.750 0.270
6M High / 6M Low: 0.780 0.031
High (YTD): 1/10/2025 0.750
Low (YTD): 1/3/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.513
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.37%
Volatility 6M:   271.26%
Volatility 1Y:   -
Volatility 3Y:   -