Morgan Stanley Call 15000 NDX.X 20.09.2024
/ DE000MG2PCB5
Morgan Stanley Call 15000 NDX.X 2.../ DE000MG2PCB5 /
28/06/2024 21:24:41 |
Chg.-0.49 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
46.25EUR |
-1.05% |
- 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: |
3.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
45.90 |
Intrinsic value: |
44.72 |
Implied volatility: |
0.38 |
Historic volatility: |
0.14 |
Parity: |
44.72 |
Time value: |
1.91 |
Break-even: |
18,671.48 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-3.32 |
Omega: |
3.77 |
Rho: |
29.72 |
Quote data
Open: |
47.37 |
High: |
48.64 |
Low: |
46.25 |
Previous Close: |
46.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.43% |
1 Month |
|
|
+22.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
46.92 |
44.34 |
1M High / 1M Low: |
48.27 |
32.44 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
46.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
42.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |