Morgan Stanley Call 15000 NDX.X 20.09.2024
/ DE000MG2PCB5
Morgan Stanley Call 15000 NDX.X 2.../ DE000MG2PCB5 /
| 16/07/2024 18:22:01 |
Chg.-1.45 |
Bid22:00:02 |
Ask22:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 50.16EUR |
-2.81% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
15,000.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
MG2PCB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15,000.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
50.33 |
| Intrinsic value: |
49.43 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.14 |
| Parity: |
49.43 |
| Time value: |
1.53 |
| Break-even: |
18,859.61 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-3.64 |
| Omega: |
3.52 |
| Rho: |
23.23 |
Quote data
| Open: |
51.09 |
| High: |
51.09 |
| Low: |
50.16 |
| Previous Close: |
51.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.06% |
| 1 Month |
|
|
+10.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
53.81 |
49.77 |
| 1M High / 1M Low: |
53.81 |
44.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
51.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
48.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
