Morgan Stanley Call 220 EPAM 19.09.2025
/ DE000MJ2ZV29
Morgan Stanley Call 220 EPAM 19.0.../ DE000MJ2ZV29 /
| 11/15/2024 8:35:38 PM |
Chg.-0.44 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.00EUR |
-8.09% |
-
Bid Size: - |
-
Ask Size: - |
EPAM Systems Inc |
220.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
MJ2ZV2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
EPAM Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
10/15/2024 |
| Last trading day: |
9/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
1.45 |
| Time value: |
3.72 |
| Break-even: |
260.67 |
| Moneyness: |
1.07 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.26 |
| Spread %: |
5.30% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
2.89 |
| Rho: |
0.82 |
Quote data
| Open: |
5.38 |
| High: |
5.39 |
| Low: |
5.00 |
| Previous Close: |
5.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.38% |
| 1 Month |
|
|
+98.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.86 |
5.00 |
| 1M High / 1M Low: |
5.86 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
