Morgan Stanley Call 15000 NDX.X 2.../  DE000MG2PCB5  /

Stuttgart
7/9/2024  6:06:00 PM Chg.+0.75 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
52.28EUR +1.46% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 15,000.00 USD 9/20/2024 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: 9/20/2024
Issue date: 4/22/2024
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 51.23
Intrinsic value: 50.22
Implied volatility: 0.43
Historic volatility: 0.14
Parity: 50.22
Time value: 1.62
Break-even: 19,033.52
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -3.39
Omega: 3.50
Rho: 25.89
 

Quote data

Open: 52.53
High: 52.62
Low: 52.28
Previous Close: 51.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.25%
1 Month  
+31.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 51.53 45.76
1M High / 1M Low: 51.53 40.14
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   49.19
Avg. volume 1W:   0.00
Avg. price 1M:   46.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -