Morgan Stanley Call 290 CDNS 20.0.../  DE000MJ3RUS2  /

Stuttgart
2024-12-23  12:19:31 PM Chg.-0.06 Bid5:00:37 PM Ask5:00:37 PM Underlying Strike price Expiration date Option type
1.44EUR -4.00% 1.45
Bid Size: 25,000
1.49
Ask Size: 25,000
Cadence Design Syste... 290.00 USD 2025-06-20 Call
 

Master data

WKN: MJ3RUS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 2025-06-20
Issue date: 2024-10-25
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 19.52
Leverage: Yes

Calculated values

Fair value: 3.38
Intrinsic value: 1.10
Implied volatility: 0.03
Historic volatility: 0.33
Parity: 1.10
Time value: 0.38
Break-even: 292.75
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.37%
Delta: 0.99
Theta: -0.02
Omega: 19.33
Rho: 1.33
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -10.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.45
1M High / 1M Low: 1.74 1.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -