Morgan Stanley Call 130 CFR 19.09.../  DE000MJ2E9U3  /

Stuttgart
2024-12-20  4:53:16 PM Chg.+0.08 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.76EUR +4.76% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 130.00 CHF 2025-09-19 Call
 

Master data

WKN: MJ2E9U
Issuer: Morgan Stanley
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 2025-09-19
Issue date: 2024-10-04
Last trading day: 2025-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.48
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 0.48
Time value: 1.28
Break-even: 157.17
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.64
Theta: -0.03
Omega: 5.22
Rho: 0.55
 

Quote data

Open: 1.58
High: 1.76
Low: 1.58
Previous Close: 1.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+100.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.68
1M High / 1M Low: 1.85 0.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   238.10
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -