Morgan Stanley Call 190 PNC 21.03.2025
/ DE000MJ1PZ69
Morgan Stanley Call 190 PNC 21.03.../ DE000MJ1PZ69 /
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: |
|
- |