Morgan Stanley Call 190 EPAM 19.12.2025
/ DE000MG9CYU2
Morgan Stanley Call 190 EPAM 19.1.../ DE000MG9CYU2 /
11/09/2024 08:54:10 |
Chg.+0.02 |
Bid13:07:28 |
Ask13:07:28 |
Underlying |
Strike price |
Expiration date |
Option type |
5.50EUR |
+0.36% |
5.49 Bid Size: 600 |
5.65 Ask Size: 600 |
EPAM Systems Inc |
190.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
MG9CYU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
EPAM Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
13/08/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.24 |
Intrinsic value: |
1.50 |
Implied volatility: |
0.58 |
Historic volatility: |
0.38 |
Parity: |
1.50 |
Time value: |
4.21 |
Break-even: |
229.51 |
Moneyness: |
1.09 |
Premium: |
0.22 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.16 |
Spread %: |
2.88% |
Delta: |
0.70 |
Theta: |
-0.05 |
Omega: |
2.29 |
Rho: |
0.94 |
Quote data
Open: |
5.50 |
High: |
5.50 |
Low: |
5.50 |
Previous Close: |
5.48 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.80% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.48 |
5.15 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |