Morgan Stanley Call 200 PNC 19.12.../  DE000MJ1PZ77  /

Stuttgart
2024-11-08  4:17:24 PM Chg.+0.08 Bid9:54:40 PM Ask9:54:40 PM Underlying Strike price Expiration date Option type
2.45EUR +3.38% 2.49
Bid Size: 40,000
2.51
Ask Size: 40,000
PNC Financial Servic... 200.00 USD 2025-12-19 Call
 

Master data

WKN: MJ1PZ7
Issuer: Morgan Stanley
Currency: EUR
Underlying: PNC Financial Services Group Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-12-19
Issue date: 2024-09-24
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.65
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 0.30
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.30
Time value: 2.16
Break-even: 209.86
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.82%
Delta: 0.63
Theta: -0.03
Omega: 4.79
Rho: 1.04
 

Quote data

Open: 2.46
High: 2.46
Low: 2.45
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.05%
1 Month  
+96.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.47 1.51
1M High / 1M Low: 2.47 1.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -