Morgan Stanley Call 260 EPAM 20.0.../  DE000MG87MJ0  /

Stuttgart
11/15/2024  8:27:22 PM Chg.-0.27 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.60EUR -9.41% -
Bid Size: -
-
Ask Size: -
EPAM Systems Inc 260.00 USD 6/20/2025 Call
 

Master data

WKN: MG87MJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: EPAM Systems Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 6/20/2025
Issue date: 7/29/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.50
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.40
Parity: -2.35
Time value: 2.63
Break-even: 273.27
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.40
Spread abs.: 0.13
Spread %: 5.20%
Delta: 0.49
Theta: -0.09
Omega: 4.16
Rho: 0.49
 

Quote data

Open: 2.83
High: 2.83
Low: 2.60
Previous Close: 2.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.64%
1 Month  
+157.43%
3 Months  
+60.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.89 2.12
1M High / 1M Low: 2.89 0.72
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -