Morgan Stanley Call 400 2FE 20.06.../  DE000MJ1HG62  /

Stuttgart
08/11/2024  15:03:15 Chg.0.00 Bid17:55:42 Ask17:55:42 Underlying Strike price Expiration date Option type
2.68EUR 0.00% 2.78
Bid Size: 1,250
-
Ask Size: -
FERRARI N.V. 400.00 EUR 20/06/2025 Call
 

Master data

WKN: MJ1HG6
Issuer: Morgan Stanley
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 20/06/2025
Issue date: 20/09/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 15.64
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 1.77
Implied volatility: 0.07
Historic volatility: 0.26
Parity: 1.77
Time value: 0.90
Break-even: 426.70
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: -0.03
Spread %: -1.11%
Delta: 0.88
Theta: -0.04
Omega: 13.70
Rho: 2.08
 

Quote data

Open: 2.68
High: 2.68
Low: 2.68
Previous Close: 2.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.38%
1 Month  
+1.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.13 2.36
1M High / 1M Low: 3.41 2.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.75
Avg. volume 1W:   0.00
Avg. price 1M:   3.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -