Morgan Stanley Call 87.5 NDA 21.0.../  DE000MG1WCA5  /

Stuttgart
1/24/2025  5:19:58 PM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.099EUR +11.24% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 87.50 EUR 3/21/2025 Call
 

Master data

WKN: MG1WCA
Issuer: Morgan Stanley
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 87.50 EUR
Maturity: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.37
Parity: -1.36
Time value: 0.12
Break-even: 88.74
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 2.35
Spread abs.: 0.03
Spread %: 34.78%
Delta: 0.19
Theta: -0.03
Omega: 11.43
Rho: 0.02
 

Quote data

Open: 0.107
High: 0.108
Low: 0.099
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -58.75%
3 Months
  -26.67%
YTD
  -46.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.135 0.089
1M High / 1M Low: 0.195 0.086
6M High / 6M Low: 0.680 0.064
High (YTD): 1/6/2025 0.153
Low (YTD): 1/14/2025 0.086
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.55%
Volatility 6M:   294.53%
Volatility 1Y:   -
Volatility 3Y:   -