Morgan Stanley Call 190 PNC 21.03.../  DE000MJ1PZ69  /

Stuttgart
2024-11-08  4:17:24 PM Chg.+0.10 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
2.01EUR +5.24% 2.04
Bid Size: 40,000
2.06
Ask Size: 40,000
PNC Financial Servic... 190.00 USD 2025-03-21 Call
 

Master data

WKN: MJ1PZ6
Issuer: Morgan Stanley
Currency: EUR
Underlying: PNC Financial Services Group Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2025-03-21
Issue date: 2024-09-24
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.22
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.22
Time value: 0.79
Break-even: 196.10
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.71
Theta: -0.05
Omega: 6.69
Rho: 0.42
 

Quote data

Open: 2.02
High: 2.02
Low: 2.01
Previous Close: 1.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+79.46%
1 Month  
+151.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.04
1M High / 1M Low: 2.04 0.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -