Morgan Stanley Call 200 EPAM 19.1.../  DE000MG87M34  /

Stuttgart
10/18/2024  8:26:05 PM Chg.+0.15 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.00EUR +3.90% -
Bid Size: -
-
Ask Size: -
EPAM Systems Inc 200.00 USD 12/19/2025 Call
 

Master data

WKN: MG87M3
Issuer: Morgan Stanley
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/19/2025
Issue date: 7/29/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.38
Parity: -0.14
Time value: 4.07
Break-even: 225.39
Moneyness: 0.99
Premium: 0.23
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 3.83%
Delta: 0.63
Theta: -0.05
Omega: 2.82
Rho: 0.87
 

Quote data

Open: 3.88
High: 4.00
Low: 3.88
Previous Close: 3.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.19%
1 Month
  -7.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.08 3.63
1M High / 1M Low: 4.41 3.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.85
Avg. volume 1W:   0.00
Avg. price 1M:   4.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -