Morgan Stanley Call 67.5 SAX 21.0.../  DE000MG0RZN1  /

Stuttgart
1/24/2025  4:24:45 PM Chg.+0.005 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.081EUR +6.58% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 67.50 - 3/21/2025 Call
 

Master data

WKN: MG0RZN
Issuer: Morgan Stanley
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 67.50 -
Maturity: 3/21/2025
Issue date: 3/25/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.29
Parity: -1.08
Time value: 0.10
Break-even: 68.53
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 2.52
Spread abs.: 0.03
Spread %: 33.77%
Delta: 0.20
Theta: -0.03
Omega: 10.83
Rho: 0.02
 

Quote data

Open: 0.082
High: 0.082
Low: 0.081
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month  
+113.16%
3 Months  
+10.96%
YTD  
+107.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.066
1M High / 1M Low: 0.081 0.036
6M High / 6M Low: 0.530 0.027
High (YTD): 1/24/2025 0.081
Low (YTD): 1/3/2025 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   120.079
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.57%
Volatility 6M:   181.23%
Volatility 1Y:   -
Volatility 3Y:   -