Morgan Stanley Call 70 GOB 21.03..../  DE000MG0RYH6  /

Stuttgart
1/24/2025  8:43:04 PM Chg.+0.03 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.02EUR +1.51% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 70.00 EUR 3/21/2025 Call
 

Master data

WKN: MG0RYH
Issuer: Morgan Stanley
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 3/25/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.98
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 1.98
Time value: 0.06
Break-even: 90.40
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.96
Theta: -0.02
Omega: 4.21
Rho: 0.10
 

Quote data

Open: 2.12
High: 2.13
Low: 2.02
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.76%
1 Month  
+18.82%
3 Months  
+41.26%
YTD  
+14.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.02 1.83
1M High / 1M Low: 2.02 1.51
6M High / 6M Low: 2.19 0.87
High (YTD): 1/24/2025 2.02
Low (YTD): 1/13/2025 1.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.41%
Volatility 6M:   101.31%
Volatility 1Y:   -
Volatility 3Y:   -